[Numpy-tickets] [NumPy] #638: var should take absolute value for complex numbers.

[NumPy]

#638: var should take absolute value for complex numbers.
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 Reporter:  akumar       |        Owner:  somebody
     Type:  defect       |       Status:  new     
 Priority:  normal       |    Milestone:  1.0.5   
Component:  numpy.core   |      Version:  none    
 Severity:  normal       |   Resolution:          
 Keywords:  var complex  |  
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Comment (by charris):

 It's certainly possible to justify using the squared length, i.e., the
 trace of the covariance matrix. For instance, in taking a least squares
 approach without reference to any possible Gaussian statistics it is quite
 natural, and is often used in deriving the Kalman measurement update.
 Curiously, it is also what falls out of the Clifford algebra in an n
 dimensional vector space with an Euclidean inner product when the vectors
 are squared and the average taken. That said, I don't have much feeling
 one way or the other about how the variance is defined for complex
 numbers, although either the single squared norm or the full covariance
 matrix would seem slightly more natural to me.

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Ticket URL: <http://scipy.org/scipy/numpy/ticket/638#comment:10>
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