[Numpy-discussion] Cross-covariance function

[Pierre Haessig]

Le 22/01/2012 01:40, josef.pktd at gmail.com a écrit :
> same here,
> When I rewrote scipy.stats.spearmanr, I matched the numpy behavior for
> two arrays, while R only returns the cross-correlation part.
Since I've seen no negative feedback, I jumped to the next step by 
creating a Trac account and posting a new ticket :

http://projects.scipy.org/numpy/ticket/2031

If people feel ok with this proposal, I can try to expand the proposed 
implementation skeleton to something more serious. But maybe Elliot has 
already something ready to pull-request on GitHub ?

Pierre