Dear Sir
Now I figured out why there was a difference when I manually computed
covariance and when I use the np. cov syntax in python.
The formula I used was ((yi-ymean)(yj-ymean))/n...unbiasdness.
The formula np.cov uses is ((yi-ymean)(yj-ymean)) /n-1.
Thanks
Sincerely
Meghna Raviraj Karkera
Is there any syntax for covariance which uses the unbiased formula
(yi-ymean)*(yj-ymean) /n...Monte Carlo method
On Sat, Oct 24, 2020, 21:11 Meghna Karkera wrote:
> Dear Sir
>
> Now I figured out why there was a difference when I manually computed
> covariance and when I use the np. cov syntax i
If you read the documentation, there's a `bias` bool parameter.
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On 25/10/20 4:49 am, Meghna Karkera wrote:
Is there any syntax for covariance which uses the unbiased formula
(yi-ymean)*(yj-ymean) /n...Monte Carlo method
I think you have "biased" and "unbiased" backwards. The formula
with n-1 is used when you want to calculate an *unbiased* estimate
for a po
This would seriously help troubleshooting for me. I updated a data file and
now my main program is choking on it. When the program encounters an error,
it dumps a bit of information to the screen for a few steps before the error
but that is not enough.
Footnote:
English sprakers on a roller c
On 2020-10-25 00:21, Steve wrote:
This would seriously help troubleshooting for me. I updated a data file and
now my main program is choking on it. When the program encounters an error,
it dumps a bit of information to the screen for a few steps before the error
but that is not enough.
You cou
