Re: numpy/scipy: error of correlation coefficient (clumpy data)

2006-11-16 Thread robert
sturlamolden wrote: > robert wrote: > >> Think of such example: A drunken (x,y) 2D walker is supposed to walk along a >> diagonal, but he makes frequent and unpredictable pauses/slow motion. You >> get x,y coordinates in 1 per second. His speed and time pattern at all do >> not matter - you jus

Re: numpy/scipy: error of correlation coefficient (clumpy data)

2006-11-16 Thread sturlamolden
robert wrote: > Think of such example: A drunken (x,y) 2D walker is supposed to walk along a > diagonal, but he makes frequent and unpredictable pauses/slow motion. You get > x,y coordinates in 1 per second. His speed and time pattern at all do not > matter - you just want to know how well he

Re: numpy/scipy: error of correlation coefficient (clumpy data)

2006-11-16 Thread robert
sturlamolden wrote: > robert wrote: > >> here the bootstrap test will as well tell us, that the confidence intervall >> narrows down by a factor ~sqrt(10) - just the same as if there would be >> 10-fold more of well distributed "new" data. Thus this kind of error >> estimation has no reasonable

Re: numpy/scipy: error of correlation coefficient (clumpy data)

2006-11-15 Thread sturlamolden
robert wrote: > here the bootstrap test will as well tell us, that the confidence intervall > narrows down by a factor ~sqrt(10) - just the same as if there would be > 10-fold more of well distributed "new" data. Thus this kind of error > estimation has no reasonable basis for data which is no

Re: numpy/scipy: error of correlation coefficient (clumpy data)

2006-11-15 Thread robert
sturlamolden wrote: > robert wrote: > >>> t = r * sqrt( (n-2)/(1-r**2) ) > >> yet too lazy/practical for digging these things from there. You obviously >> got it - out of that, what would be a final estimate for an error range of r >> (n big) ? >> that same "const. * (1-r**2)/sqrt(n)" which I f