[Numpy-discussion] Adding fweights and aweights to numpy.corrcoef

[Sebastian Berg]

I seem to recall that there was a discussion on this and it was a lot
trickier then expected.
I think statsmodels might have options in this direction.

- Sebastian


On Thu, 2018-04-26 at 15:44 +0000, Corin Hoad wrote:
> Hello,
> 
> Would it be possible to add the fweights and aweights keyword
> arguments from np.cov to np.corrcoef? They would retain their meaning
> from np.cov as frequency- or importance-based weightings
> respectively.
> 
> Yours,
> Corin Hoad
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