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  • AndrewILWilliams · 4 ✖

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  • Function for regressing/correlating multiple fields? · 4 ✖

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633145887 https://github.com/pydata/xarray/issues/3784#issuecomment-633145887 https://api.github.com/repos/pydata/xarray/issues/3784 MDEyOklzc3VlQ29tbWVudDYzMzE0NTg4Nw== AndrewILWilliams 56925856 2020-05-23T21:58:49Z 2020-05-23T21:58:49Z CONTRIBUTOR

In a fit of covid-induced insanity, I've decided to have a crack at finishing up #3550 ! I'm playing around with the changes made by @r-beer at the moment, but I'm finding the tests quite confusing - I think they're wrong? But maybe someone could help me out with this?

Here's something from test_computation.py in #3550 ```python def test_cov(da_a, da_b, dim): def pandas_cov(ts1, ts2): """Ensure the ts are aligned and missing values ignored""" ts1, ts2 = xr.align(ts1, ts2) valid_values = ts1.notnull() & ts2.notnull()

    ts1 = ts1.where(valid_values, drop=True)
    ts2 = ts2.where(valid_values, drop=True)

    return ts1.to_series().cov(ts2.to_series())

expected = pandas_cov(da_a, da_b)
actual = xr.cov(da_a, da_b, dim)

assert_allclose(actual, expected)

```

What I don't understand is, why would we expect the Pandas covariance or correlation functions to return anything remotely like the output of xr.cov()? The line ts1.to_series().cov(ts2.to_series()) always produces a scalar value, whereas in most reasonable use cases xr.cov(da_a, da_b, dim) would be producing a matrix of values (eg. the pixel-wise correlation in time between two DataArrays).

I wasn't sure whether to open a PR for this or not? I'm working on it but would require some help to set up some appropriate tests...

 
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   Function for regressing/correlating multiple fields? 568378007
625345337 https://github.com/pydata/xarray/issues/3784#issuecomment-625345337 https://api.github.com/repos/pydata/xarray/issues/3784 MDEyOklzc3VlQ29tbWVudDYyNTM0NTMzNw== AndrewILWilliams 56925856 2020-05-07T16:02:43Z 2020-05-07T16:02:43Z CONTRIBUTOR

Hi @max-sixty, just coming back to this now. It seems @r-beer isn't available...do you know roughly how far away his PR was from completion? I'm getting a little bit lost trying to follow #3550 sorry!

Was the main todo to avoid the drop=True after broadcasting? Is there any idea about what to do instead? 

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   Function for regressing/correlating multiple fields? 568378007
589368049 https://github.com/pydata/xarray/issues/3784#issuecomment-589368049 https://api.github.com/repos/pydata/xarray/issues/3784 MDEyOklzc3VlQ29tbWVudDU4OTM2ODA0OQ== AndrewILWilliams 56925856 2020-02-20T22:08:01Z 2020-02-20T22:08:01Z CONTRIBUTOR

@max-sixty Just had a peruse through a few of the relevant issues, do we know what the status of [#3550 ] is? It seems like @r-beer was pretty close on this, right?

 
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   Function for regressing/correlating multiple fields? 568378007
589328765 https://github.com/pydata/xarray/issues/3784#issuecomment-589328765 https://api.github.com/repos/pydata/xarray/issues/3784 MDEyOklzc3VlQ29tbWVudDU4OTMyODc2NQ== AndrewILWilliams 56925856 2020-02-20T21:32:26Z 2020-02-20T21:32:26Z CONTRIBUTOR

I'll take a look at them!

 
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   Function for regressing/correlating multiple fields? 568378007

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