Tue Feb 12 06:54:38 CST 2013
On Tue, Feb 12, 2013 at 7:46 AM, <email@example.com> wrote:
> On Tue, Feb 12, 2013 at 7:37 AM, <firstname.lastname@example.org> wrote:
>> On Tue, Feb 12, 2013 at 7:19 AM, Jerome Kieffer <Jerome.Kieffer@esrf.fr> wrote:
>>> On Tue, 12 Feb 2013 11:55:31 +0100
>>> Daπid <email@example.com> wrote:
>>>> This parameter is R**2, the square of R. You are computing it using the
>>>> squares of the residuals, so everything should be positive. If you get r
>>>> negative, something has gone terribly wrong.
>>> In : scipy.stats.linregress([1,2,3],[3,2,1])
>>> Out: (-1.0, 4.0, -1.0, 9.0031759825137669e-11, 0.0)
>>> I am not very confident in my knowledge in statistics but here R = -1 and it does not look like an error.
>>> I implemented a method to perform thousands of linear regression and few of them returned -1.00001 (or so) which later gave NaN as stderr.
>>> so either the test should be:
>>> if (r*r > 1.0): r = r/abs(r)
>>> if (r > 1.0): r = 1
>>> elif (r < -1.0): r = -1
>> The correlation coefficient that is reported is the signed
>> correlation, the docstring has an example that takes the square to get
>> I don't know whether it's the R_squared, I need to check.
>>>> stats.linregress([3.1,2,1], [1,2,3])
>>>> stats.linregress([3.1,2,1], [1,2,3])**2
>> But because r is signed we should have the check r<-1 then -1
Volunteers for a pull request ?
and for checking that the test suite has a case with negative r, so
this doesn't get changed by accident.
>>> Jérôme Kieffer
>>> On-Line Data analysis / Software Group
>>> ISDD / ESRF
>>> tel +33 476 882 445
>>> SciPy-User mailing list
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