diff options
Diffstat (limited to 'numpy/lib/function_base.py')
| -rw-r--r-- | numpy/lib/function_base.py | 39 |
1 files changed, 22 insertions, 17 deletions
diff --git a/numpy/lib/function_base.py b/numpy/lib/function_base.py index d58492a67..9aec98cc8 100644 --- a/numpy/lib/function_base.py +++ b/numpy/lib/function_base.py @@ -1949,17 +1949,17 @@ def cov(m, y=None, rowvar=1, bias=0, ddof=None): return (dot(X, X.T.conj()) / fact).squeeze() -def corrcoef(x, y=None, rowvar=1, bias=0, ddof=None): +def corrcoef(x, y=None, rowvar=1, bias=np._NoValue, ddof=np._NoValue): """ - Return correlation coefficients. + Return Pearson product-moment correlation coefficients. Please refer to the documentation for `cov` for more detail. The - relationship between the correlation coefficient matrix, `P`, and the + relationship between the correlation coefficient matrix, `R`, and the covariance matrix, `C`, is - .. math:: P_{ij} = \\frac{ C_{ij} } { \\sqrt{ C_{ii} * C_{jj} } } + .. math:: R_{ij} = \\frac{ C_{ij} } { \\sqrt{ C_{ii} * C_{jj} } } - The values of `P` are between -1 and 1, inclusive. + The values of `R` are between -1 and 1, inclusive. Parameters ---------- @@ -1975,28 +1975,33 @@ def corrcoef(x, y=None, rowvar=1, bias=0, ddof=None): variable, with observations in the columns. Otherwise, the relationship is transposed: each column represents a variable, while the rows contain observations. - bias : int, optional - Default normalization is by ``(N - 1)``, where ``N`` is the number of - observations (unbiased estimate). If `bias` is 1, then - normalization is by ``N``. These values can be overridden by using - the keyword ``ddof`` in numpy versions >= 1.5. - ddof : int, optional - .. versionadded:: 1.5 - If not ``None`` normalization is by ``(N - ddof)``, where ``N`` is - the number of observations; this overrides the value implied by - ``bias``. The default value is ``None``. + bias : _NoValue, optional + .. deprecated:: 1.10.0 + Has no affect, do not use. + ddof : _NoValue, optional + .. deprecated:: 1.10.0 + Has no affect, do not use. Returns ------- - out : ndarray + R : ndarray The correlation coefficient matrix of the variables. See Also -------- cov : Covariance matrix + Notes + ----- + This function accepts but discards arguments `bias` and `ddof`. This is + for backwards compatibility with previous versions of this function. These + arguments had no effect on the return values of the function and can be + safely ignored in this and previous versions of numpy. """ - c = cov(x, y, rowvar, bias, ddof) + if bias is not np._NoValue or ddof is not np._NoValue: + warnings.warn('bias and ddof have no affect and are deprecated', + DeprecationWarning) + c = cov(x, y, rowvar) try: d = diag(c) except ValueError: # scalar covariance |