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GH-102670: Use sumprod() to simplify, speed up, and improve accuracy of statistics functions by rhettinger · Pull Request #102649 · python/cpython · GitHub
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GH-102670: Use sumprod() to simplify, speed up, and improve accuracy of statistics functions #102649

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Merged
rhettinger merged 11 commits into from
Mar 14, 2023
Merged

GH-102670: Use sumprod() to simplify, speed up, and improve accuracy of statistics functions #102649

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3f2fd8d
Use sumprod() to speed-up and improve accuracy of correlation()
rhettinger Mar 13, 2023
3241045
Only compute differences once
rhettinger Mar 13, 2023
52c7584
Use sumprod() in covariance().
rhettinger Mar 13, 2023
16b2745
Use sumprod() in linear_regression().
rhettinger Mar 13, 2023
b9eeee5
Can skip centering if xbar or ybar is already zero
rhettinger Mar 13, 2023
c51e520
Factor-out common logic in linear_regression
rhettinger Mar 13, 2023
39be9f8
Factor-out common logic in linear_regression
rhettinger Mar 13, 2023
a448615
Use generator for y array in linear_regression()
rhettinger Mar 13, 2023
c9a4e4d
Coerce result to a float
rhettinger Mar 13, 2023
5fe1be5
Add test for the result type being a float.
rhettinger Mar 13, 2023
45ffe7e
Add blurb
rhettinger Mar 13, 2023
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Use sumprod() to speed-up and improve accuracy of correlation()
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@rhettinger
rhettinger committed Mar 13, 2023
commit 3f2fd8d53da13a0278a7540edc6ffa68baab74be
8 changes: 4 additions & 4 deletions Lib/statistics.py
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Expand Up @@ -134,7 +134,7 @@

from fractions import Fraction
from decimal import Decimal
from itertools import count, groupby, repeat
from itertools import count, groupby, repeat, tee
from bisect import bisect_left, bisect_right
from math import hypot, sqrt, fabs, exp, erf, tau, log, fsum, sumprod
from functools import reduce
Expand Down Expand Up @@ -1076,9 +1076,9 @@ def correlation(x, y, /, *, method='linear'):
y = _rank(y, start=start)
xbar = fsum(x) / n
ybar = fsum(y) / n
sxy = fsum((xi - xbar) * (yi - ybar) for xi, yi in zip(x, y))
sxx = fsum((d := xi - xbar) * d for xi in x)
syy = fsum((d := yi - ybar) * d for yi in y)
sxy = sumprod((xi - xbar for xi in x), (yi - ybar for yi in y))
sxx = sumprod(*tee(xi - xbar for xi in x))
syy = sumprod(*tee(yi - ybar for yi in y))
try:
return sxy / sqrt(sxx * syy)
except ZeroDivisionError:
Expand Down