Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread Sebastian Berg
On Mi, 2014-03-05 at 10:21 -0800, David Goldsmith wrote: Date: Wed, 05 Mar 2014 17:45:47 +0100 From: Sebastian Berg sebast...@sipsolutions.net Subject: [Numpy-discussion] Adding weights to cov and corrcoef To: numpy-discussion@scipy.org Message-ID:

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread Ralf Gommers
On Thu, Mar 6, 2014 at 1:40 PM, Sebastian Berg sebast...@sipsolutions.netwrote: On Mi, 2014-03-05 at 10:21 -0800, David Goldsmith wrote: Date: Wed, 05 Mar 2014 17:45:47 +0100 From: Sebastian Berg sebast...@sipsolutions.net Subject: [Numpy-discussion] Adding weights to

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread josef . pktd
On Thu, Mar 6, 2014 at 3:49 PM, Ralf Gommers ralf.gomm...@gmail.com wrote: On Thu, Mar 6, 2014 at 1:40 PM, Sebastian Berg sebast...@sipsolutions.net wrote: On Mi, 2014-03-05 at 10:21 -0800, David Goldsmith wrote: Date: Wed, 05 Mar 2014 17:45:47 +0100 From: Sebastian Berg

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread Sturla Molden
josef.p...@gmail.com wrote: The only question IMO is which ddof for weighted std, ... Something like this? sum_weights - (ddof/float(n))*sum_weights Sturla ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread Sebastian Berg
On Do, 2014-03-06 at 16:30 -0500, josef.p...@gmail.com wrote: On Thu, Mar 6, 2014 at 3:49 PM, Ralf Gommers ralf.gomm...@gmail.com wrote: On Thu, Mar 6, 2014 at 1:40 PM, Sebastian Berg sebast...@sipsolutions.net wrote: On Mi, 2014-03-05 at 10:21 -0800, David Goldsmith wrote:

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread Sturla Molden
Sebastian Berg sebast...@sipsolutions.net wrote: I am right now a bit unsure about whether or not the weights would be aweights or different... R seems to not care about the scale of the weights which seems a bit odd to me for an unbiased estimator? I always assumed that we can do the

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread Sturla Molden
Sturla Molden sturla.mol...@gmail.com wrote: josef.p...@gmail.com wrote: The only question IMO is which ddof for weighted std, ... Something like this? sum_weights - (ddof/float(n))*sum_weights Please ignore. ___ NumPy-Discussion mailing list

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-06 Thread josef . pktd
On Thu, Mar 6, 2014 at 8:38 PM, Sturla Molden sturla.mol...@gmail.com wrote: Sebastian Berg sebast...@sipsolutions.net wrote: I am right now a bit unsure about whether or not the weights would be aweights or different... R seems to not care about the scale of the weights which seems a bit odd

Re: [Numpy-discussion] Adding weights to cov and corrcoef (Sebastian Berg)

2014-03-05 Thread David Goldsmith
Date: Wed, 05 Mar 2014 17:45:47 +0100 From: Sebastian Berg sebast...@sipsolutions.net Subject: [Numpy-discussion] Adding weights to cov and corrcoef To: numpy-discussion@scipy.org Message-ID: 1394037947.21356.20.camel@sebastian-t440 Content-Type: text/plain; charset=UTF-8 Hi all, in Pull