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Diffstat (limited to 'doc/release/1.16.0-notes.rst')
| -rw-r--r-- | doc/release/1.16.0-notes.rst | 18 |
1 files changed, 18 insertions, 0 deletions
diff --git a/doc/release/1.16.0-notes.rst b/doc/release/1.16.0-notes.rst index 1add0983b..b77aa9698 100644 --- a/doc/release/1.16.0-notes.rst +++ b/doc/release/1.16.0-notes.rst @@ -251,6 +251,16 @@ single elementary function for four related but different signatures, The ``out`` argument to these functions is now always tested for memory overlap to avoid corrupted results when memory overlap occurs. +New value ``unscaled`` for option ``cov`` in ``np.polyfit'' +----------------------------------------------------------- +A further possible value has been added to the ``cov`` parameter of the +``np.polyfit`` function. With ``cov='unscaled'`` the scaling of the covariance +matrix is disabled completely (similar to setting ``absolute_sigma=True'' in +``scipy.optimize.curve_fit``). This would be useful in occasions, where the +weights are given by 1/sigma with sigma being the (known) standard errors of +(Gaussian distributed) data points, in which case the unscaled matrix is +already a correct estimate for the covariance matrix. + Detailed docstrings for scalar numeric types -------------------------------------------- The ``help`` function, when applied to numeric types such as `np.intc`, @@ -372,6 +382,14 @@ if ``np.positive(array)`` raises a ``TypeError``. For ``ndarray`` subclasses that override the default ``__array_ufunc__`` implementation, the ``TypeError`` is passed on. +The scaling of the covariance matrix in ``np.polyfit`` is different +------------------------------------------------------------------- +So far, ``np.polyfit`` used a non-standard factor in the scaling of the the +covariance matrix. Namely, rather than using the standard chisq/(M-N), it +scales it with chisq/(M-N-2) where M is the number of data points and N is the +number of parameters. This scaling is inconsistent with other fitting programs +such as e.g. ``scipy.optimize.curve_fit`` and was changed to chisq/(M-N). + ``maximum`` and ``minimum`` no longer emit warnings --------------------------------------------------- As part of code introduced in 1.10, ``float32`` and ``float64`` set invalid |