[Numpy-tickets] [NumPy] #638: var should take absolute value for complex numbers.
NumPy
numpy-tickets@scipy....
Sun Dec 30 21:20:01 CST 2007
#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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