[SciPy-User] Strange behaviour from corrcoef when calculating correlation-matrix in SciPy/NumPy.

[Pauli Virtanen]

On Wed, 02 Mar 2011 14:06:23 -0500, josef.pktd wrote:
[clip]
> I also found it a bit strange that corrcoef(x,y) creates the stacked
> version. scipy.stats.spearmanr inherits this behavior since I rewrote
> it. scipy.stats.pearsonr hasn't been rewritten yet.
> 
> It didn't bug me enough, to figure out whether there is a reason for
> this stacking behavior or not.

The Matlab convention

	corrcoef(x, y) == corrcoef(c_[x.ravel(), y.ravel()])

is actually also a bit peculiar if you haven't seen it before -- how come 
there are now two variables, if x had variables on the rows (why not bail 
out with an error?).

I don't typically deal with stuff that requires these functions, so I 
don't have an opinion, but it would have been better to do the same thing 
even if there is no real reason for it...

-- 
Pauli Virtanen