[SciPy-User] scipy.stats.linregress bug ?
Jérôme Kieffer
google at terre-adelie.org
Mon Feb 11 15:34:13 EST 2013
Dear Scipy Community,
I am looking at the scipy.stats.linregress code and see:
# average sum of squares:
ssxm, ssxym, ssyxm, ssym = np.cov(x, y, bias=1).flat
r_num = ssxym
r_den = np.sqrt(ssxm*ssym)
if r_den == 0.0:
r = 0.0
else:
r = r_num / r_den
if (r > 1.0): r = 1.0 # from numerical error
if the slope is negative, the correlation factor R is -1, not one so one should add:
if (r < -1.0): r = -1.0 # from numerical error
or did I completely mis-understood the code ?
Cheers,
--
Jérôme Kieffer <google at terre-adelie.org>
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