[SciPy-User] stats.pearsonr divide by zero warning
Zachary Pincus
zachary.pincus@yale....
Mon Aug 9 14:19:32 CDT 2010
Hello,
I just svn-up'd scipy, and now find that stats.pearsonr is causing
divide-by-zero warnings foolishly.
the function contains the following stanzas:
rs = np.corrcoef(ar,br,rowvar=axisout)
t = rs * np.sqrt((n-2) / ((rs+1.0)*(1.0-rs)))
prob = distributions.t.sf(np.abs(t),n-2)*2
if rs.shape == (2,2):
return rs[1,0], prob[1,0]
else:
return rs, prob
Given that the diagonal of the correlation matrix returned by corrcoef
will *always* be 1s, the t matrix will have divide-by-zero issues on
the diagonal, and give inf values -- which get zero values for the t-
distribution's survival function, so everything's fine, output-wise.
Presumably, though, the t-calculating line should be flanked by err =
np.seterr(divide='ignore') / np.seterr(**err), right?
Should I add a bug in the tracker? Someone want to just commit this fix?
Zach
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