[SciPy-dev] Computing correlations with SciPy

[Travis Oliphant]

John Hunter wrote:
> The following message is a courtesy copy of an article
> that has been posted to comp.lang.python as well.
>
>   
>>>>>> "tkpmep" == tkpmep  <tkpmep at hotmail.com> writes:
>>>>>>             
>
>     tkpmep> I want to compute the correlation between two sequences X
>     tkpmep> and Y, and tried using SciPy to do so without success.l
>     tkpmep> Here's what I have, how can I correct it?
>
>     >>>> X = [1, 2, 3, 4, 5] Y = [5, 4, 3, 2, 1] import scipy
>     >>>> scipy.corrcoef(X,Y)
>     tkpmep> Traceback (most recent call last): File "<interactive
>     tkpmep> input>", line 1, in ?  File
>     tkpmep> "C:\Python24\Lib\site-packages\numpy\lib\function_base.py",
>     tkpmep> line 671, in corrcoef d = diag(c) File
>     tkpmep> "C:\Python24\Lib\site-packages\numpy\lib\twodim_base.py",
>     tkpmep> line 80, in diag raise ValueError, "Input must be 1- or
>     tkpmep> 2-d."  ValueError: Input must be 1- or 2-d.
>     >>>>
>
> Hmm, this may be a bug in scipy.  matplotlib also defines a corrcoef
> function, which you may want to use until this problem gets sorted out
>
>   
The problem is now sorted out in SVN of numpy.   The problem was 
inherited from Numeric's MLab.  I revamped the cov function (which 
corrcoef depended on) so it should hopefully work better than it did.

Thanks for the heads up.

-Travis