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Weighted statistics #605

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huard opened this issue Dec 2, 2020 · 3 comments

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huard commented Dec 2, 2020 •

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Ensemble weighting requires to compute stats (mean, std, quantiles) on weighted arrays. There is only partial support for this in numpy and xarray.

Implement quick patch directly in xclim
Contribute upstream to implement those (long-term effort)

huard added the DACCS label

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huard commented Mar 22, 2021 •

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Reference implementation: https://www.statsmodels.org/dev/generated/statsmodels.stats.weightstats.DescrStatsW.html

https://github.com/statsmodels/statsmodels/blob/master/statsmodels/stats/weightstats.py

pydata/xarray#2922

huard assigned aulemahal and cjauvin and unassigned aulemahal

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huard commented Oct 26, 2021 •

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Status:

xarray PR for weighted std and var. Merged.
xarray PR for weighted quantile. Weighted quantile pydata/xarray#6059

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huard commented Mar 1, 2022

Closing this issue here since it's not out of our hands.

huard closed this as completed

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