Hi all,
I posted a pull request:
https://github.com/numpy/numpy/pull/8211
which adds a function `numpy.covcorr` that calculates both
the covariance matrix and correlation coefficient with a single
call to `numpy.cov` (which is often an expensive call for large
data-sets). A function
gt;
The user would have to re-implement the part that converts the covariance
matrix to a correlation
coefficient. I made this PR to avoid that code duplication.
Mathew
>
> On Wed, Oct 26, 2016 at 10:27 AM, Mathew S. Madhavacheril <
> mathewsyr...@gmail.com> wrote:
>
>> Hi all
On Wed, Oct 26, 2016 at 3:20 PM, <josef.p...@gmail.com> wrote:
>
>
> On Wed, Oct 26, 2016 at 3:11 PM, Mathew S. Madhavacheril <
> mathewsyr...@gmail.com> wrote:
>
>>
>>
>> On Wed, Oct 26, 2016 at 2:56 PM, Nathaniel Smith <n...@pobox.com> wrot
