[Numpy-discussion] Cross-covariance function

[Bruce Southey]

On Thu, Jan 26, 2012 at 7:19 AM, Pierre Haessig
<pierre.haessig at crans.org> wrote:
> 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
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Really I do not understand what you want to do especially when the
ticket contains some very basic errors. Can you please provide a
couple of real examples with expected output that clearly show what
you want?

>From a statistical viewpoint, np.cov is correct because it outputs the
variance/covariance matrix. Also I believe that changing the np.cov
function will cause major havoc because numpy and people's code depend
on the current behavior.


Bruce