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bpo-36324: Apply review comments from Allen Downey #15693

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a21ed26
Make variable name consistent with other functions (dist -> data)
rhettinger Sep 4, 2019
47ea6e1
The word "composite" is ambiguous
rhettinger Sep 4, 2019
7e23405
Clarify how mu and sigma are estimated
rhettinger Sep 5, 2019
6cac6cb
More precise definition of pdf()
rhettinger Sep 5, 2019
e87e053
Sync overlap() docs with it docstring
rhettinger Sep 5, 2019
eeea092
Don't imply that the output distribution is normal. Use different se…
rhettinger Sep 5, 2019
64daeed
Internally, only use floats
rhettinger Sep 5, 2019
10df6b0
Clarify what is meant by "mixed types"
rhettinger Sep 5, 2019
5f616bc
Acknowledge the reviewer
rhettinger Sep 5, 2019
ef1b4a6
Drop mention of statistical efficiency
rhettinger Sep 5, 2019
0191a63
Remove confusing comment on accuracy
rhettinger Sep 5, 2019
b8e2cee
Clarify the fmean() and geometric_mean() accept iterators
rhettinger Sep 5, 2019
ad20665
Explain what a geometric mean is
rhettinger Sep 5, 2019
bcfa71c
"Too high" was too vague
rhettinger Sep 5, 2019
cb81866
Clarity that multiple modes means having the same frequency
rhettinger Sep 5, 2019
38c36cc
Clarify that the uniqueness is relative to the other functions in the…
rhettinger Sep 5, 2019
876d642
mu is not required to be the mean
rhettinger Sep 5, 2019
1ff9005
Non-mean values of mu are allowed
rhettinger Sep 5, 2019
3f9c1f8
Clarify that sequences or iterators are allowed. Sync-up docstring
rhettinger Sep 5, 2019
5d4cd03
Be specific about what is meant by "representative"
rhettinger Sep 5, 2019
75b2167
Fix doctest markup
rhettinger Sep 5, 2019
2eb8a59
More explanation for overlap()
rhettinger Sep 5, 2019
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129 changes: 65 additions & 64 deletions Doc/library/statistics.rst
Original file line number Diff line number Diff line change
Expand Up @@ -26,10 +26,10 @@ numeric (:class:`Real`-valued) data.
Unless explicitly noted otherwise, these functions support :class:`int`,
:class:`float`, :class:`decimal.Decimal` and :class:`fractions.Fraction`.
Behaviour with other types (whether in the numeric tower or not) is
currently unsupported. Mixed types are also undefined and
implementation-dependent. If your input data consists of mixed types,
you may be able to use :func:`map` to ensure a consistent result, e.g.
``map(float, input_data)``.
currently unsupported. Collections with a mix of types are also undefined
and implementation-dependent. If your input data consists of mixed types,
you may be able to use :func:`map` to ensure a consistent result, for
example: ``map(float, input_data)``.

Averages and measures of central location
-----------------------------------------
Expand Down Expand Up @@ -102,11 +102,9 @@ However, for reading convenience, most of the examples show sorted sequences.
.. note::

The mean is strongly affected by outliers and is not a robust estimator
for central location: the mean is not necessarily a typical example of the
data points. For more robust, although less efficient, measures of
central location, see :func:`median` and :func:`mode`. (In this case,
"efficient" refers to statistical efficiency rather than computational
efficiency.)
for central location: the mean is not necessarily a typical example of
the data points. For more robust measures of central location, see
:func:`median` and :func:`mode`.

The sample mean gives an unbiased estimate of the true population mean,
which means that, taken on average over all the possible samples,
Expand All @@ -120,9 +118,8 @@ However, for reading convenience, most of the examples show sorted sequences.
Convert *data* to floats and compute the arithmetic mean.

This runs faster than the :func:`mean` function and it always returns a
:class:`float`. The result is highly accurate but not as perfect as
:func:`mean`. If the input dataset is empty, raises a
:exc:`StatisticsError`.
:class:`float`. The *data* may be a sequence or iterator. If the input
dataset is empty, raises a :exc:`StatisticsError`.

.. doctest::

Expand All @@ -136,15 +133,20 @@ However, for reading convenience, most of the examples show sorted sequences.

Convert *data* to floats and compute the geometric mean.

The geometric mean indicates the central tendency or typical value of the
*data* using the product of the values (as opposed to the arithmetic mean
which uses their sum).

Raises a :exc:`StatisticsError` if the input dataset is empty,
if it contains a zero, or if it contains a negative value.
The *data* may be a sequence or iterator.

No special efforts are made to achieve exact results.
(However, this may change in the future.)

.. doctest::

>>> round(geometric_mean([54, 24, 36]), 9)
>>> round(geometric_mean([54, 24, 36]), 1)
36.0

.. versionadded:: 3.8
Expand Down Expand Up @@ -174,7 +176,7 @@ However, for reading convenience, most of the examples show sorted sequences.
3.6

Using the arithmetic mean would give an average of about 5.167, which
is too high.
is well over the aggregate P/E ratio.

:exc:`StatisticsError` is raised if *data* is empty, or any element
is less than zero.
Expand Down Expand Up @@ -312,10 +314,10 @@ However, for reading convenience, most of the examples show sorted sequences.
The mode (when it exists) is the most typical value and serves as a
measure of central location.

If there are multiple modes, returns the first one encountered in the *data*.
If the smallest or largest of multiple modes is desired instead, use
``min(multimode(data))`` or ``max(multimode(data))``. If the input *data* is
empty, :exc:`StatisticsError` is raised.
If there are multiple modes with the same frequency, returns the first one
encountered in the *data*. If the smallest or largest of those is
desired instead, use ``min(multimode(data))`` or ``max(multimode(data))``.
If the input *data* is empty, :exc:`StatisticsError` is raised.

``mode`` assumes discrete data, and returns a single value. This is the
standard treatment of the mode as commonly taught in schools:
Expand All @@ -325,8 +327,8 @@ However, for reading convenience, most of the examples show sorted sequences.
>>> mode([1, 1, 2, 3, 3, 3, 3, 4])
3

The mode is unique in that it is the only statistic which also applies
to nominal (non-numeric) data:
The mode is unique in that it is the only statistic in this package that
also applies to nominal (non-numeric) data:

.. doctest::

Expand Down Expand Up @@ -368,15 +370,16 @@ However, for reading convenience, most of the examples show sorted sequences.

.. function:: pvariance(data, mu=None)

Return the population variance of *data*, a non-empty iterable of real-valued
numbers. Variance, or second moment about the mean, is a measure of the
variability (spread or dispersion) of data. A large variance indicates that
the data is spread out; a small variance indicates it is clustered closely
around the mean.
Return the population variance of *data*, a non-empty sequence or iterator
of real-valued numbers. Variance, or second moment about the mean, is a
measure of the variability (spread or dispersion) of data. A large
variance indicates that the data is spread out; a small variance indicates
it is clustered closely around the mean.

If the optional second argument *mu* is given, it should be the mean of
*data*. If it is missing or ``None`` (the default), the mean is
automatically calculated.
If the optional second argument *mu* is given, it is typically the mean of
the *data*. It can also be used to compute the second moment around a
point that is not the mean. If it is missing or ``None`` (the default),
the arithmetic mean is automatically calculated.

Use this function to calculate the variance from the entire population. To
estimate the variance from a sample, the :func:`variance` function is usually
Expand All @@ -401,10 +404,6 @@ However, for reading convenience, most of the examples show sorted sequences.
>>> pvariance(data, mu)
1.25

This function does not attempt to verify that you have passed the actual mean
as *mu*. Using arbitrary values for *mu* may lead to invalid or impossible
results.

Decimals and Fractions are supported:

.. doctest::
Expand All @@ -423,11 +422,11 @@ However, for reading convenience, most of the examples show sorted sequences.
σ². When called on a sample instead, this is the biased sample variance
s², also known as variance with N degrees of freedom.

If you somehow know the true population mean μ, you may use this function
to calculate the variance of a sample, giving the known population mean as
the second argument. Provided the data points are representative
(e.g. independent and identically distributed), the result will be an
unbiased estimate of the population variance.
If you somehow know the true population mean μ, you may use this
function to calculate the variance of a sample, giving the known
population mean as the second argument. Provided the data points are a
random sample of the population, the result will be an unbiased estimate
of the population variance.


.. function:: stdev(data, xbar=None)
Expand Down Expand Up @@ -502,19 +501,19 @@ However, for reading convenience, most of the examples show sorted sequences.
:func:`pvariance` function as the *mu* parameter to get the variance of a
sample.

.. function:: quantiles(dist, *, n=4, method='exclusive')
.. function:: quantiles(data, *, n=4, method='exclusive')

Divide *dist* into *n* continuous intervals with equal probability.
Divide *data* into *n* continuous intervals with equal probability.
Returns a list of ``n - 1`` cut points separating the intervals.

Set *n* to 4 for quartiles (the default). Set *n* to 10 for deciles. Set
*n* to 100 for percentiles which gives the 99 cuts points that separate
*dist* in to 100 equal sized groups. Raises :exc:`StatisticsError` if *n*
*data* in to 100 equal sized groups. Raises :exc:`StatisticsError` if *n*
is not least 1.

The *dist* can be any iterable containing sample data or it can be an
The *data* can be any iterable containing sample data or it can be an
instance of a class that defines an :meth:`~inv_cdf` method. For meaningful
results, the number of data points in *dist* should be larger than *n*.
results, the number of data points in *data* should be larger than *n*.
Raises :exc:`StatisticsError` if there are not at least two data points.

For sample data, the cut points are linearly interpolated from the
Expand All @@ -523,7 +522,7 @@ However, for reading convenience, most of the examples show sorted sequences.
cut-point will evaluate to ``104``.

The *method* for computing quantiles can be varied depending on
whether the data in *dist* includes or excludes the lowest and
whether the data in *data* includes or excludes the lowest and
highest possible values from the population.

The default *method* is "exclusive" and is used for data sampled from
Expand All @@ -535,14 +534,14 @@ However, for reading convenience, most of the examples show sorted sequences.

Setting the *method* to "inclusive" is used for describing population
data or for samples that are known to include the most extreme values
from the population. The minimum value in *dist* is treated as the 0th
from the population. The minimum value in *data* is treated as the 0th
percentile and the maximum value is treated as the 100th percentile.
The portion of the population falling below the *i-th* of *m* sorted
data points is computed as ``(i - 1) / (m - 1)``. Given 11 sample
values, the method sorts them and assigns the following percentiles:
0%, 10%, 20%, 30%, 40%, 50%, 60%, 70%, 80%, 90%, 100%.

If *dist* is an instance of a class that defines an
If *data* is an instance of a class that defines an
:meth:`~inv_cdf` method, setting *method* has no effect.

.. doctest::
Expand Down Expand Up @@ -580,7 +579,7 @@ A single exception is defined:
:class:`NormalDist` is a tool for creating and manipulating normal
distributions of a `random variable
<http://www.stat.yale.edu/Courses/1997-98/101/ranvar.htm>`_. It is a
composite class that treats the mean and standard deviation of data
class that treats the mean and standard deviation of data
measurements as a single entity.

Normal distributions arise from the `Central Limit Theorem
Expand Down Expand Up @@ -616,13 +615,14 @@ of applications in statistics.

.. classmethod:: NormalDist.from_samples(data)

Makes a normal distribution instance computed from sample data. The
*data* can be any :term:`iterable` and should consist of values that
can be converted to type :class:`float`.
Makes a normal distribution instance with *mu* and *sigma* parameters
estimated from the *data* using :func:`fmean` and :func:`stdev`.

If *data* does not contain at least two elements, raises
:exc:`StatisticsError` because it takes at least one point to estimate
a central value and at least two points to estimate dispersion.
The *data* can be any :term:`iterable` and should consist of values
that can be converted to type :class:`float`. If *data* does not
contain at least two elements, raises :exc:`StatisticsError` because it
takes at least one point to estimate a central value and at least two
points to estimate dispersion.

.. method:: NormalDist.samples(n, *, seed=None)

Expand All @@ -636,10 +636,10 @@ of applications in statistics.
.. method:: NormalDist.pdf(x)

Using a `probability density function (pdf)
<https://en.wikipedia.org/wiki/Probability_density_function>`_,
compute the relative likelihood that a random variable *X* will be near
the given value *x*. Mathematically, it is the ratio ``P(x <= X <
x+dx) / dx``.
<https://en.wikipedia.org/wiki/Probability_density_function>`_, compute
the relative likelihood that a random variable *X* will be near the
given value *x*. Mathematically, it is the limit of the ratio ``P(x <=
X < x+dx) / dx`` as *dx* approaches zero.

The relative likelihood is computed as the probability of a sample
occurring in a narrow range divided by the width of the range (hence
Expand Down Expand Up @@ -667,8 +667,10 @@ of applications in statistics.

.. method:: NormalDist.overlap(other)

Returns a value between 0.0 and 1.0 giving the overlapping area for
the two probability density functions.
Measures the agreement between two normal probability distributions.
Returns a value between 0.0 and 1.0 giving `the overlapping area for
the two probability density functions
<https://www.rasch.org/rmt/rmt101r.htm>`_.

Instances of :class:`NormalDist` support addition, subtraction,
multiplication and division by a constant. These operations
Expand Down Expand Up @@ -740,12 +742,11 @@ Carlo simulation <https://en.wikipedia.org/wiki/Monte_Carlo_method>`_:
... return (3*x + 7*x*y - 5*y) / (11 * z)
...
>>> n = 100_000
>>> seed = 86753099035768
>>> X = NormalDist(10, 2.5).samples(n, seed=seed)
>>> Y = NormalDist(15, 1.75).samples(n, seed=seed)
>>> Z = NormalDist(50, 1.25).samples(n, seed=seed)
>>> NormalDist.from_samples(map(model, X, Y, Z)) # doctest: +SKIP
NormalDist(mu=1.8661894803304777, sigma=0.65238717376862)
>>> X = NormalDist(10, 2.5).samples(n, seed=3652260728)
>>> Y = NormalDist(15, 1.75).samples(n, seed=4582495471)
>>> Z = NormalDist(50, 1.25).samples(n, seed=6582483453)
>>> quantiles(map(model, X, Y, Z)) # doctest: +SKIP
[1.4591308524824727, 1.8035946855390597, 2.175091447274739]

Normal distributions commonly arise in machine learning problems.

Expand Down
38 changes: 17 additions & 21 deletions Lib/statistics.py
Original file line number Diff line number Diff line change
Expand Up @@ -322,7 +322,6 @@ def fmean(data):
"""Convert data to floats and compute the arithmetic mean.
This runs faster than the mean() function and it always returns a float.
The result is highly accurate but not as perfect as mean().
If the input dataset is empty, it raises a StatisticsError.
>>> fmean([3.5, 4.0, 5.25])
Expand Down Expand Up @@ -538,15 +537,16 @@ def mode(data):
``mode`` assumes discrete data, and returns a single value. This is the
standard treatment of the mode as commonly taught in schools:
>>> mode([1, 1, 2, 3, 3, 3, 3, 4])
3
>>> mode([1, 1, 2, 3, 3, 3, 3, 4])
3
This also works with nominal (non-numeric) data:
>>> mode(["red", "blue", "blue", "red", "green", "red", "red"])
'red'
>>> mode(["red", "blue", "blue", "red", "green", "red", "red"])
'red'
If there are multiple modes, return the first one encountered.
If there are multiple modes with same frequency, return the first one
encountered:
>>> mode(['red', 'red', 'green', 'blue', 'blue'])
'red'
Expand Down Expand Up @@ -615,28 +615,28 @@ def multimode(data):
# position is that fewer options make for easier choices and that
# external packages can be used for anything more advanced.

def quantiles(dist, /, *, n=4, method='exclusive'):
"""Divide *dist* into *n* continuous intervals with equal probability.
def quantiles(data, /, *, n=4, method='exclusive'):
"""Divide *data* into *n* continuous intervals with equal probability.
Returns a list of (n - 1) cut points separating the intervals.
Set *n* to 4 for quartiles (the default). Set *n* to 10 for deciles.
Set *n* to 100 for percentiles which gives the 99 cuts points that
separate *dist* in to 100 equal sized groups.
separate *data* in to 100 equal sized groups.
The *dist* can be any iterable containing sample data or it can be
The *data* can be any iterable containing sample data or it can be
an instance of a class that defines an inv_cdf() method. For sample
data, the cut points are linearly interpolated between data points.
If *method* is set to *inclusive*, *dist* is treated as population
If *method* is set to *inclusive*, *data* is treated as population
data. The minimum value is treated as the 0th percentile and the
maximum value is treated as the 100th percentile.
"""
if n < 1:
raise StatisticsError('n must be at least 1')
if hasattr(dist, 'inv_cdf'):
return [dist.inv_cdf(i / n) for i in range(1, n)]
data = sorted(dist)
if hasattr(data, 'inv_cdf'):
return [data.inv_cdf(i / n) for i in range(1, n)]
data = sorted(data)
ld = len(data)
if ld < 2:
raise StatisticsError('must have at least two data points')
Expand Down Expand Up @@ -745,7 +745,7 @@ def variance(data, xbar=None):
def pvariance(data, mu=None):
"""Return the population variance of ``data``.
data should be an iterable of Real-valued numbers, with at least one
data should be a sequence or iterator of Real-valued numbers, with at least one
value. The optional argument mu, if given, should be the mean of
the data. If it is missing or None, the mean is automatically calculated.
Expand All @@ -766,10 +766,6 @@ def pvariance(data, mu=None):
>>> pvariance(data, mu)
1.25
This function does not check that ``mu`` is actually the mean of ``data``.
Giving arbitrary values for ``mu`` may lead to invalid or impossible
results.
Decimals and Fractions are supported:
>>> from decimal import Decimal as D
Expand Down Expand Up @@ -913,8 +909,8 @@ def __init__(self, mu=0.0, sigma=1.0):
"NormalDist where mu is the mean and sigma is the standard deviation."
if sigma < 0.0:
raise StatisticsError('sigma must be non-negative')
self._mu = mu
self._sigma = sigma
self._mu = float(mu)
self._sigma = float(sigma)

@classmethod
def from_samples(cls, data):
Expand Down
1 change: 1 addition & 0 deletions Misc/ACKS
Original file line number Diff line number Diff line change
Expand Up @@ -416,6 +416,7 @@ Dima Dorfman
Yves Dorfsman
Michael Dorman
Steve Dower
Allen Downey
Cesar Douady
Dean Draayer
Fred L. Drake, Jr.
Expand Down