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authorthegeorg <thegeorg@yandex-team.com>2024-02-19 02:38:52 +0300
committerthegeorg <thegeorg@yandex-team.com>2024-02-19 02:50:43 +0300
commitd96fa07134c06472bfee6718b5cfd1679196fc99 (patch)
tree31ec344fa9d3ff8dc038692516b6438dfbdb8a2d /contrib/tools/python3/Lib/statistics.py
parent452cf9e068aef7110e35e654c5d47eb80111ef89 (diff)
downloadydb-d96fa07134c06472bfee6718b5cfd1679196fc99.tar.gz
Sync contrib/tools/python3 layout with upstream
* Move src/ subdir contents to the top of the layout * Rename self-written lib -> lib2 to avoid CaseFolding warning from the VCS * Regenerate contrib/libs/python proxy-headers accordingly 4ccc62ac1511abcf0fed14ccade38e984e088f1e
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+"""
+Basic statistics module.
+
+This module provides functions for calculating statistics of data, including
+averages, variance, and standard deviation.
+
+Calculating averages
+--------------------
+
+================== ==================================================
+Function Description
+================== ==================================================
+mean Arithmetic mean (average) of data.
+fmean Fast, floating point arithmetic mean.
+geometric_mean Geometric mean of data.
+harmonic_mean Harmonic mean of data.
+median Median (middle value) of data.
+median_low Low median of data.
+median_high High median of data.
+median_grouped Median, or 50th percentile, of grouped data.
+mode Mode (most common value) of data.
+multimode List of modes (most common values of data).
+quantiles Divide data into intervals with equal probability.
+================== ==================================================
+
+Calculate the arithmetic mean ("the average") of data:
+
+>>> mean([-1.0, 2.5, 3.25, 5.75])
+2.625
+
+
+Calculate the standard median of discrete data:
+
+>>> median([2, 3, 4, 5])
+3.5
+
+
+Calculate the median, or 50th percentile, of data grouped into class intervals
+centred on the data values provided. E.g. if your data points are rounded to
+the nearest whole number:
+
+>>> median_grouped([2, 2, 3, 3, 3, 4]) #doctest: +ELLIPSIS
+2.8333333333...
+
+This should be interpreted in this way: you have two data points in the class
+interval 1.5-2.5, three data points in the class interval 2.5-3.5, and one in
+the class interval 3.5-4.5. The median of these data points is 2.8333...
+
+
+Calculating variability or spread
+---------------------------------
+
+================== =============================================
+Function Description
+================== =============================================
+pvariance Population variance of data.
+variance Sample variance of data.
+pstdev Population standard deviation of data.
+stdev Sample standard deviation of data.
+================== =============================================
+
+Calculate the standard deviation of sample data:
+
+>>> stdev([2.5, 3.25, 5.5, 11.25, 11.75]) #doctest: +ELLIPSIS
+4.38961843444...
+
+If you have previously calculated the mean, you can pass it as the optional
+second argument to the four "spread" functions to avoid recalculating it:
+
+>>> data = [1, 2, 2, 4, 4, 4, 5, 6]
+>>> mu = mean(data)
+>>> pvariance(data, mu)
+2.5
+
+
+Statistics for relations between two inputs
+-------------------------------------------
+
+================== ====================================================
+Function Description
+================== ====================================================
+covariance Sample covariance for two variables.
+correlation Pearson's correlation coefficient for two variables.
+linear_regression Intercept and slope for simple linear regression.
+================== ====================================================
+
+Calculate covariance, Pearson's correlation, and simple linear regression
+for two inputs:
+
+>>> x = [1, 2, 3, 4, 5, 6, 7, 8, 9]
+>>> y = [1, 2, 3, 1, 2, 3, 1, 2, 3]
+>>> covariance(x, y)
+0.75
+>>> correlation(x, y) #doctest: +ELLIPSIS
+0.31622776601...
+>>> linear_regression(x, y) #doctest:
+LinearRegression(slope=0.1, intercept=1.5)
+
+
+Exceptions
+----------
+
+A single exception is defined: StatisticsError is a subclass of ValueError.
+
+"""
+
+__all__ = [
+ 'NormalDist',
+ 'StatisticsError',
+ 'correlation',
+ 'covariance',
+ 'fmean',
+ 'geometric_mean',
+ 'harmonic_mean',
+ 'linear_regression',
+ 'mean',
+ 'median',
+ 'median_grouped',
+ 'median_high',
+ 'median_low',
+ 'mode',
+ 'multimode',
+ 'pstdev',
+ 'pvariance',
+ 'quantiles',
+ 'stdev',
+ 'variance',
+]
+
+import math
+import numbers
+import random
+import sys
+
+from fractions import Fraction
+from decimal import Decimal
+from itertools import count, groupby, repeat
+from bisect import bisect_left, bisect_right
+from math import hypot, sqrt, fabs, exp, erf, tau, log, fsum, sumprod
+from functools import reduce
+from operator import itemgetter
+from collections import Counter, namedtuple, defaultdict
+
+_SQRT2 = sqrt(2.0)
+
+# === Exceptions ===
+
+class StatisticsError(ValueError):
+ pass
+
+
+# === Private utilities ===
+
+def _sum(data):
+ """_sum(data) -> (type, sum, count)
+
+ Return a high-precision sum of the given numeric data as a fraction,
+ together with the type to be converted to and the count of items.
+
+ Examples
+ --------
+
+ >>> _sum([3, 2.25, 4.5, -0.5, 0.25])
+ (<class 'float'>, Fraction(19, 2), 5)
+
+ Some sources of round-off error will be avoided:
+
+ # Built-in sum returns zero.
+ >>> _sum([1e50, 1, -1e50] * 1000)
+ (<class 'float'>, Fraction(1000, 1), 3000)
+
+ Fractions and Decimals are also supported:
+
+ >>> from fractions import Fraction as F
+ >>> _sum([F(2, 3), F(7, 5), F(1, 4), F(5, 6)])
+ (<class 'fractions.Fraction'>, Fraction(63, 20), 4)
+
+ >>> from decimal import Decimal as D
+ >>> data = [D("0.1375"), D("0.2108"), D("0.3061"), D("0.0419")]
+ >>> _sum(data)
+ (<class 'decimal.Decimal'>, Fraction(6963, 10000), 4)
+
+ Mixed types are currently treated as an error, except that int is
+ allowed.
+ """
+ count = 0
+ types = set()
+ types_add = types.add
+ partials = {}
+ partials_get = partials.get
+ for typ, values in groupby(data, type):
+ types_add(typ)
+ for n, d in map(_exact_ratio, values):
+ count += 1
+ partials[d] = partials_get(d, 0) + n
+ if None in partials:
+ # The sum will be a NAN or INF. We can ignore all the finite
+ # partials, and just look at this special one.
+ total = partials[None]
+ assert not _isfinite(total)
+ else:
+ # Sum all the partial sums using builtin sum.
+ total = sum(Fraction(n, d) for d, n in partials.items())
+ T = reduce(_coerce, types, int) # or raise TypeError
+ return (T, total, count)
+
+
+def _ss(data, c=None):
+ """Return the exact mean and sum of square deviations of sequence data.
+
+ Calculations are done in a single pass, allowing the input to be an iterator.
+
+ If given *c* is used the mean; otherwise, it is calculated from the data.
+ Use the *c* argument with care, as it can lead to garbage results.
+
+ """
+ if c is not None:
+ T, ssd, count = _sum((d := x - c) * d for x in data)
+ return (T, ssd, c, count)
+ count = 0
+ types = set()
+ types_add = types.add
+ sx_partials = defaultdict(int)
+ sxx_partials = defaultdict(int)
+ for typ, values in groupby(data, type):
+ types_add(typ)
+ for n, d in map(_exact_ratio, values):
+ count += 1
+ sx_partials[d] += n
+ sxx_partials[d] += n * n
+ if not count:
+ ssd = c = Fraction(0)
+ elif None in sx_partials:
+ # The sum will be a NAN or INF. We can ignore all the finite
+ # partials, and just look at this special one.
+ ssd = c = sx_partials[None]
+ assert not _isfinite(ssd)
+ else:
+ sx = sum(Fraction(n, d) for d, n in sx_partials.items())
+ sxx = sum(Fraction(n, d*d) for d, n in sxx_partials.items())
+ # This formula has poor numeric properties for floats,
+ # but with fractions it is exact.
+ ssd = (count * sxx - sx * sx) / count
+ c = sx / count
+ T = reduce(_coerce, types, int) # or raise TypeError
+ return (T, ssd, c, count)
+
+
+def _isfinite(x):
+ try:
+ return x.is_finite() # Likely a Decimal.
+ except AttributeError:
+ return math.isfinite(x) # Coerces to float first.
+
+
+def _coerce(T, S):
+ """Coerce types T and S to a common type, or raise TypeError.
+
+ Coercion rules are currently an implementation detail. See the CoerceTest
+ test class in test_statistics for details.
+ """
+ # See http://bugs.python.org/issue24068.
+ assert T is not bool, "initial type T is bool"
+ # If the types are the same, no need to coerce anything. Put this
+ # first, so that the usual case (no coercion needed) happens as soon
+ # as possible.
+ if T is S: return T
+ # Mixed int & other coerce to the other type.
+ if S is int or S is bool: return T
+ if T is int: return S
+ # If one is a (strict) subclass of the other, coerce to the subclass.
+ if issubclass(S, T): return S
+ if issubclass(T, S): return T
+ # Ints coerce to the other type.
+ if issubclass(T, int): return S
+ if issubclass(S, int): return T
+ # Mixed fraction & float coerces to float (or float subclass).
+ if issubclass(T, Fraction) and issubclass(S, float):
+ return S
+ if issubclass(T, float) and issubclass(S, Fraction):
+ return T
+ # Any other combination is disallowed.
+ msg = "don't know how to coerce %s and %s"
+ raise TypeError(msg % (T.__name__, S.__name__))
+
+
+def _exact_ratio(x):
+ """Return Real number x to exact (numerator, denominator) pair.
+
+ >>> _exact_ratio(0.25)
+ (1, 4)
+
+ x is expected to be an int, Fraction, Decimal or float.
+ """
+
+ # XXX We should revisit whether using fractions to accumulate exact
+ # ratios is the right way to go.
+
+ # The integer ratios for binary floats can have numerators or
+ # denominators with over 300 decimal digits. The problem is more
+ # acute with decimal floats where the default decimal context
+ # supports a huge range of exponents from Emin=-999999 to
+ # Emax=999999. When expanded with as_integer_ratio(), numbers like
+ # Decimal('3.14E+5000') and Decimal('3.14E-5000') have large
+ # numerators or denominators that will slow computation.
+
+ # When the integer ratios are accumulated as fractions, the size
+ # grows to cover the full range from the smallest magnitude to the
+ # largest. For example, Fraction(3.14E+300) + Fraction(3.14E-300),
+ # has a 616 digit numerator. Likewise,
+ # Fraction(Decimal('3.14E+5000')) + Fraction(Decimal('3.14E-5000'))
+ # has 10,003 digit numerator.
+
+ # This doesn't seem to have been problem in practice, but it is a
+ # potential pitfall.
+
+ try:
+ return x.as_integer_ratio()
+ except AttributeError:
+ pass
+ except (OverflowError, ValueError):
+ # float NAN or INF.
+ assert not _isfinite(x)
+ return (x, None)
+ try:
+ # x may be an Integral ABC.
+ return (x.numerator, x.denominator)
+ except AttributeError:
+ msg = f"can't convert type '{type(x).__name__}' to numerator/denominator"
+ raise TypeError(msg)
+
+
+def _convert(value, T):
+ """Convert value to given numeric type T."""
+ if type(value) is T:
+ # This covers the cases where T is Fraction, or where value is
+ # a NAN or INF (Decimal or float).
+ return value
+ if issubclass(T, int) and value.denominator != 1:
+ T = float
+ try:
+ # FIXME: what do we do if this overflows?
+ return T(value)
+ except TypeError:
+ if issubclass(T, Decimal):
+ return T(value.numerator) / T(value.denominator)
+ else:
+ raise
+
+
+def _fail_neg(values, errmsg='negative value'):
+ """Iterate over values, failing if any are less than zero."""
+ for x in values:
+ if x < 0:
+ raise StatisticsError(errmsg)
+ yield x
+
+
+def _rank(data, /, *, key=None, reverse=False, ties='average', start=1) -> list[float]:
+ """Rank order a dataset. The lowest value has rank 1.
+
+ Ties are averaged so that equal values receive the same rank:
+
+ >>> data = [31, 56, 31, 25, 75, 18]
+ >>> _rank(data)
+ [3.5, 5.0, 3.5, 2.0, 6.0, 1.0]
+
+ The operation is idempotent:
+
+ >>> _rank([3.5, 5.0, 3.5, 2.0, 6.0, 1.0])
+ [3.5, 5.0, 3.5, 2.0, 6.0, 1.0]
+
+ It is possible to rank the data in reverse order so that the
+ highest value has rank 1. Also, a key-function can extract
+ the field to be ranked:
+
+ >>> goals = [('eagles', 45), ('bears', 48), ('lions', 44)]
+ >>> _rank(goals, key=itemgetter(1), reverse=True)
+ [2.0, 1.0, 3.0]
+
+ Ranks are conventionally numbered starting from one; however,
+ setting *start* to zero allows the ranks to be used as array indices:
+
+ >>> prize = ['Gold', 'Silver', 'Bronze', 'Certificate']
+ >>> scores = [8.1, 7.3, 9.4, 8.3]
+ >>> [prize[int(i)] for i in _rank(scores, start=0, reverse=True)]
+ ['Bronze', 'Certificate', 'Gold', 'Silver']
+
+ """
+ # If this function becomes public at some point, more thought
+ # needs to be given to the signature. A list of ints is
+ # plausible when ties is "min" or "max". When ties is "average",
+ # either list[float] or list[Fraction] is plausible.
+
+ # Default handling of ties matches scipy.stats.mstats.spearmanr.
+ if ties != 'average':
+ raise ValueError(f'Unknown tie resolution method: {ties!r}')
+ if key is not None:
+ data = map(key, data)
+ val_pos = sorted(zip(data, count()), reverse=reverse)
+ i = start - 1
+ result = [0] * len(val_pos)
+ for _, g in groupby(val_pos, key=itemgetter(0)):
+ group = list(g)
+ size = len(group)
+ rank = i + (size + 1) / 2
+ for value, orig_pos in group:
+ result[orig_pos] = rank
+ i += size
+ return result
+
+
+def _integer_sqrt_of_frac_rto(n: int, m: int) -> int:
+ """Square root of n/m, rounded to the nearest integer using round-to-odd."""
+ # Reference: https://www.lri.fr/~melquion/doc/05-imacs17_1-expose.pdf
+ a = math.isqrt(n // m)
+ return a | (a*a*m != n)
+
+
+# For 53 bit precision floats, the bit width used in
+# _float_sqrt_of_frac() is 109.
+_sqrt_bit_width: int = 2 * sys.float_info.mant_dig + 3
+
+
+def _float_sqrt_of_frac(n: int, m: int) -> float:
+ """Square root of n/m as a float, correctly rounded."""
+ # See principle and proof sketch at: https://bugs.python.org/msg407078
+ q = (n.bit_length() - m.bit_length() - _sqrt_bit_width) // 2
+ if q >= 0:
+ numerator = _integer_sqrt_of_frac_rto(n, m << 2 * q) << q
+ denominator = 1
+ else:
+ numerator = _integer_sqrt_of_frac_rto(n << -2 * q, m)
+ denominator = 1 << -q
+ return numerator / denominator # Convert to float
+
+
+def _decimal_sqrt_of_frac(n: int, m: int) -> Decimal:
+ """Square root of n/m as a Decimal, correctly rounded."""
+ # Premise: For decimal, computing (n/m).sqrt() can be off
+ # by 1 ulp from the correctly rounded result.
+ # Method: Check the result, moving up or down a step if needed.
+ if n <= 0:
+ if not n:
+ return Decimal('0.0')
+ n, m = -n, -m
+
+ root = (Decimal(n) / Decimal(m)).sqrt()
+ nr, dr = root.as_integer_ratio()
+
+ plus = root.next_plus()
+ np, dp = plus.as_integer_ratio()
+ # test: n / m > ((root + plus) / 2) ** 2
+ if 4 * n * (dr*dp)**2 > m * (dr*np + dp*nr)**2:
+ return plus
+
+ minus = root.next_minus()
+ nm, dm = minus.as_integer_ratio()
+ # test: n / m < ((root + minus) / 2) ** 2
+ if 4 * n * (dr*dm)**2 < m * (dr*nm + dm*nr)**2:
+ return minus
+
+ return root
+
+
+# === Measures of central tendency (averages) ===
+
+def mean(data):
+ """Return the sample arithmetic mean of data.
+
+ >>> mean([1, 2, 3, 4, 4])
+ 2.8
+
+ >>> from fractions import Fraction as F
+ >>> mean([F(3, 7), F(1, 21), F(5, 3), F(1, 3)])
+ Fraction(13, 21)
+
+ >>> from decimal import Decimal as D
+ >>> mean([D("0.5"), D("0.75"), D("0.625"), D("0.375")])
+ Decimal('0.5625')
+
+ If ``data`` is empty, StatisticsError will be raised.
+ """
+ T, total, n = _sum(data)
+ if n < 1:
+ raise StatisticsError('mean requires at least one data point')
+ return _convert(total / n, T)
+
+
+def fmean(data, weights=None):
+ """Convert data to floats and compute the arithmetic mean.
+
+ This runs faster than the mean() function and it always returns a float.
+ If the input dataset is empty, it raises a StatisticsError.
+
+ >>> fmean([3.5, 4.0, 5.25])
+ 4.25
+ """
+ if weights is None:
+ try:
+ n = len(data)
+ except TypeError:
+ # Handle iterators that do not define __len__().
+ n = 0
+ def count(iterable):
+ nonlocal n
+ for n, x in enumerate(iterable, start=1):
+ yield x
+ data = count(data)
+ total = fsum(data)
+ if not n:
+ raise StatisticsError('fmean requires at least one data point')
+ return total / n
+ if not isinstance(weights, (list, tuple)):
+ weights = list(weights)
+ try:
+ num = sumprod(data, weights)
+ except ValueError:
+ raise StatisticsError('data and weights must be the same length')
+ den = fsum(weights)
+ if not den:
+ raise StatisticsError('sum of weights must be non-zero')
+ return num / den
+
+
+def geometric_mean(data):
+ """Convert data to floats and compute the geometric mean.
+
+ Raises a StatisticsError if the input dataset is empty,
+ if it contains a zero, or if it contains a negative value.
+
+ No special efforts are made to achieve exact results.
+ (However, this may change in the future.)
+
+ >>> round(geometric_mean([54, 24, 36]), 9)
+ 36.0
+ """
+ try:
+ return exp(fmean(map(log, data)))
+ except ValueError:
+ raise StatisticsError('geometric mean requires a non-empty dataset '
+ 'containing positive numbers') from None
+
+
+def harmonic_mean(data, weights=None):
+ """Return the harmonic mean of data.
+
+ The harmonic mean is the reciprocal of the arithmetic mean of the
+ reciprocals of the data. It can be used for averaging ratios or
+ rates, for example speeds.
+
+ Suppose a car travels 40 km/hr for 5 km and then speeds-up to
+ 60 km/hr for another 5 km. What is the average speed?
+
+ >>> harmonic_mean([40, 60])
+ 48.0
+
+ Suppose a car travels 40 km/hr for 5 km, and when traffic clears,
+ speeds-up to 60 km/hr for the remaining 30 km of the journey. What
+ is the average speed?
+
+ >>> harmonic_mean([40, 60], weights=[5, 30])
+ 56.0
+
+ If ``data`` is empty, or any element is less than zero,
+ ``harmonic_mean`` will raise ``StatisticsError``.
+ """
+ if iter(data) is data:
+ data = list(data)
+ errmsg = 'harmonic mean does not support negative values'
+ n = len(data)
+ if n < 1:
+ raise StatisticsError('harmonic_mean requires at least one data point')
+ elif n == 1 and weights is None:
+ x = data[0]
+ if isinstance(x, (numbers.Real, Decimal)):
+ if x < 0:
+ raise StatisticsError(errmsg)
+ return x
+ else:
+ raise TypeError('unsupported type')
+ if weights is None:
+ weights = repeat(1, n)
+ sum_weights = n
+ else:
+ if iter(weights) is weights:
+ weights = list(weights)
+ if len(weights) != n:
+ raise StatisticsError('Number of weights does not match data size')
+ _, sum_weights, _ = _sum(w for w in _fail_neg(weights, errmsg))
+ try:
+ data = _fail_neg(data, errmsg)
+ T, total, count = _sum(w / x if w else 0 for w, x in zip(weights, data))
+ except ZeroDivisionError:
+ return 0
+ if total <= 0:
+ raise StatisticsError('Weighted sum must be positive')
+ return _convert(sum_weights / total, T)
+
+# FIXME: investigate ways to calculate medians without sorting? Quickselect?
+def median(data):
+ """Return the median (middle value) of numeric data.
+
+ When the number of data points is odd, return the middle data point.
+ When the number of data points is even, the median is interpolated by
+ taking the average of the two middle values:
+
+ >>> median([1, 3, 5])
+ 3
+ >>> median([1, 3, 5, 7])
+ 4.0
+
+ """
+ data = sorted(data)
+ n = len(data)
+ if n == 0:
+ raise StatisticsError("no median for empty data")
+ if n % 2 == 1:
+ return data[n // 2]
+ else:
+ i = n // 2
+ return (data[i - 1] + data[i]) / 2
+
+
+def median_low(data):
+ """Return the low median of numeric data.
+
+ When the number of data points is odd, the middle value is returned.
+ When it is even, the smaller of the two middle values is returned.
+
+ >>> median_low([1, 3, 5])
+ 3
+ >>> median_low([1, 3, 5, 7])
+ 3
+
+ """
+ data = sorted(data)
+ n = len(data)
+ if n == 0:
+ raise StatisticsError("no median for empty data")
+ if n % 2 == 1:
+ return data[n // 2]
+ else:
+ return data[n // 2 - 1]
+
+
+def median_high(data):
+ """Return the high median of data.
+
+ When the number of data points is odd, the middle value is returned.
+ When it is even, the larger of the two middle values is returned.
+
+ >>> median_high([1, 3, 5])
+ 3
+ >>> median_high([1, 3, 5, 7])
+ 5
+
+ """
+ data = sorted(data)
+ n = len(data)
+ if n == 0:
+ raise StatisticsError("no median for empty data")
+ return data[n // 2]
+
+
+def median_grouped(data, interval=1.0):
+ """Estimates the median for numeric data binned around the midpoints
+ of consecutive, fixed-width intervals.
+
+ The *data* can be any iterable of numeric data with each value being
+ exactly the midpoint of a bin. At least one value must be present.
+
+ The *interval* is width of each bin.
+
+ For example, demographic information may have been summarized into
+ consecutive ten-year age groups with each group being represented
+ by the 5-year midpoints of the intervals:
+
+ >>> demographics = Counter({
+ ... 25: 172, # 20 to 30 years old
+ ... 35: 484, # 30 to 40 years old
+ ... 45: 387, # 40 to 50 years old
+ ... 55: 22, # 50 to 60 years old
+ ... 65: 6, # 60 to 70 years old
+ ... })
+
+ The 50th percentile (median) is the 536th person out of the 1071
+ member cohort. That person is in the 30 to 40 year old age group.
+
+ The regular median() function would assume that everyone in the
+ tricenarian age group was exactly 35 years old. A more tenable
+ assumption is that the 484 members of that age group are evenly
+ distributed between 30 and 40. For that, we use median_grouped().
+
+ >>> data = list(demographics.elements())
+ >>> median(data)
+ 35
+ >>> round(median_grouped(data, interval=10), 1)
+ 37.5
+
+ The caller is responsible for making sure the data points are separated
+ by exact multiples of *interval*. This is essential for getting a
+ correct result. The function does not check this precondition.
+
+ Inputs may be any numeric type that can be coerced to a float during
+ the interpolation step.
+
+ """
+ data = sorted(data)
+ n = len(data)
+ if not n:
+ raise StatisticsError("no median for empty data")
+
+ # Find the value at the midpoint. Remember this corresponds to the
+ # midpoint of the class interval.
+ x = data[n // 2]
+
+ # Using O(log n) bisection, find where all the x values occur in the data.
+ # All x will lie within data[i:j].
+ i = bisect_left(data, x)
+ j = bisect_right(data, x, lo=i)
+
+ # Coerce to floats, raising a TypeError if not possible
+ try:
+ interval = float(interval)
+ x = float(x)
+ except ValueError:
+ raise TypeError(f'Value cannot be converted to a float')
+
+ # Interpolate the median using the formula found at:
+ # https://www.cuemath.com/data/median-of-grouped-data/
+ L = x - interval / 2.0 # Lower limit of the median interval
+ cf = i # Cumulative frequency of the preceding interval
+ f = j - i # Number of elements in the median internal
+ return L + interval * (n / 2 - cf) / f
+
+
+def mode(data):
+ """Return the most common data point from discrete or nominal 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
+
+ This also works with nominal (non-numeric) data:
+
+ >>> mode(["red", "blue", "blue", "red", "green", "red", "red"])
+ 'red'
+
+ If there are multiple modes with same frequency, return the first one
+ encountered:
+
+ >>> mode(['red', 'red', 'green', 'blue', 'blue'])
+ 'red'
+
+ If *data* is empty, ``mode``, raises StatisticsError.
+
+ """
+ pairs = Counter(iter(data)).most_common(1)
+ try:
+ return pairs[0][0]
+ except IndexError:
+ raise StatisticsError('no mode for empty data') from None
+
+
+def multimode(data):
+ """Return a list of the most frequently occurring values.
+
+ Will return more than one result if there are multiple modes
+ or an empty list if *data* is empty.
+
+ >>> multimode('aabbbbbbbbcc')
+ ['b']
+ >>> multimode('aabbbbccddddeeffffgg')
+ ['b', 'd', 'f']
+ >>> multimode('')
+ []
+ """
+ counts = Counter(iter(data))
+ if not counts:
+ return []
+ maxcount = max(counts.values())
+ return [value for value, count in counts.items() if count == maxcount]
+
+
+# Notes on methods for computing quantiles
+# ----------------------------------------
+#
+# There is no one perfect way to compute quantiles. Here we offer
+# two methods that serve common needs. Most other packages
+# surveyed offered at least one or both of these two, making them
+# "standard" in the sense of "widely-adopted and reproducible".
+# They are also easy to explain, easy to compute manually, and have
+# straight-forward interpretations that aren't surprising.
+
+# The default method is known as "R6", "PERCENTILE.EXC", or "expected
+# value of rank order statistics". The alternative method is known as
+# "R7", "PERCENTILE.INC", or "mode of rank order statistics".
+
+# For sample data where there is a positive probability for values
+# beyond the range of the data, the R6 exclusive method is a
+# reasonable choice. Consider a random sample of nine values from a
+# population with a uniform distribution from 0.0 to 1.0. The
+# distribution of the third ranked sample point is described by
+# betavariate(alpha=3, beta=7) which has mode=0.250, median=0.286, and
+# mean=0.300. Only the latter (which corresponds with R6) gives the
+# desired cut point with 30% of the population falling below that
+# value, making it comparable to a result from an inv_cdf() function.
+# The R6 exclusive method is also idempotent.
+
+# For describing population data where the end points are known to
+# be included in the data, the R7 inclusive method is a reasonable
+# choice. Instead of the mean, it uses the mode of the beta
+# distribution for the interior points. Per Hyndman & Fan, "One nice
+# property is that the vertices of Q7(p) divide the range into n - 1
+# intervals, and exactly 100p% of the intervals lie to the left of
+# Q7(p) and 100(1 - p)% of the intervals lie to the right of Q7(p)."
+
+# If needed, other methods could be added. However, for now, the
+# position is that fewer options make for easier choices and that
+# external packages can be used for anything more advanced.
+
+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 *data* in to 100 equal sized groups.
+
+ The *data* can be any iterable containing sample.
+ The cut points are linearly interpolated between data points.
+
+ 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')
+ data = sorted(data)
+ ld = len(data)
+ if ld < 2:
+ raise StatisticsError('must have at least two data points')
+ if method == 'inclusive':
+ m = ld - 1
+ result = []
+ for i in range(1, n):
+ j, delta = divmod(i * m, n)
+ interpolated = (data[j] * (n - delta) + data[j + 1] * delta) / n
+ result.append(interpolated)
+ return result
+ if method == 'exclusive':
+ m = ld + 1
+ result = []
+ for i in range(1, n):
+ j = i * m // n # rescale i to m/n
+ j = 1 if j < 1 else ld-1 if j > ld-1 else j # clamp to 1 .. ld-1
+ delta = i*m - j*n # exact integer math
+ interpolated = (data[j - 1] * (n - delta) + data[j] * delta) / n
+ result.append(interpolated)
+ return result
+ raise ValueError(f'Unknown method: {method!r}')
+
+
+# === Measures of spread ===
+
+# See http://mathworld.wolfram.com/Variance.html
+# http://mathworld.wolfram.com/SampleVariance.html
+
+
+def variance(data, xbar=None):
+ """Return the sample variance of data.
+
+ data should be an iterable of Real-valued numbers, with at least two
+ values. The optional argument xbar, if given, should be the mean of
+ the data. If it is missing or None, the mean is automatically calculated.
+
+ Use this function when your data is a sample from a population. To
+ calculate the variance from the entire population, see ``pvariance``.
+
+ Examples:
+
+ >>> data = [2.75, 1.75, 1.25, 0.25, 0.5, 1.25, 3.5]
+ >>> variance(data)
+ 1.3720238095238095
+
+ If you have already calculated the mean of your data, you can pass it as
+ the optional second argument ``xbar`` to avoid recalculating it:
+
+ >>> m = mean(data)
+ >>> variance(data, m)
+ 1.3720238095238095
+
+ This function does not check that ``xbar`` is actually the mean of
+ ``data``. Giving arbitrary values for ``xbar`` may lead to invalid or
+ impossible results.
+
+ Decimals and Fractions are supported:
+
+ >>> from decimal import Decimal as D
+ >>> variance([D("27.5"), D("30.25"), D("30.25"), D("34.5"), D("41.75")])
+ Decimal('31.01875')
+
+ >>> from fractions import Fraction as F
+ >>> variance([F(1, 6), F(1, 2), F(5, 3)])
+ Fraction(67, 108)
+
+ """
+ T, ss, c, n = _ss(data, xbar)
+ if n < 2:
+ raise StatisticsError('variance requires at least two data points')
+ return _convert(ss / (n - 1), T)
+
+
+def pvariance(data, mu=None):
+ """Return the population variance of ``data``.
+
+ data should be a sequence or iterable 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.
+
+ Use this function to calculate the variance from the entire population.
+ To estimate the variance from a sample, the ``variance`` function is
+ usually a better choice.
+
+ Examples:
+
+ >>> data = [0.0, 0.25, 0.25, 1.25, 1.5, 1.75, 2.75, 3.25]
+ >>> pvariance(data)
+ 1.25
+
+ If you have already calculated the mean of the data, you can pass it as
+ the optional second argument to avoid recalculating it:
+
+ >>> mu = mean(data)
+ >>> pvariance(data, mu)
+ 1.25
+
+ Decimals and Fractions are supported:
+
+ >>> from decimal import Decimal as D
+ >>> pvariance([D("27.5"), D("30.25"), D("30.25"), D("34.5"), D("41.75")])
+ Decimal('24.815')
+
+ >>> from fractions import Fraction as F
+ >>> pvariance([F(1, 4), F(5, 4), F(1, 2)])
+ Fraction(13, 72)
+
+ """
+ T, ss, c, n = _ss(data, mu)
+ if n < 1:
+ raise StatisticsError('pvariance requires at least one data point')
+ return _convert(ss / n, T)
+
+
+def stdev(data, xbar=None):
+ """Return the square root of the sample variance.
+
+ See ``variance`` for arguments and other details.
+
+ >>> stdev([1.5, 2.5, 2.5, 2.75, 3.25, 4.75])
+ 1.0810874155219827
+
+ """
+ T, ss, c, n = _ss(data, xbar)
+ if n < 2:
+ raise StatisticsError('stdev requires at least two data points')
+ mss = ss / (n - 1)
+ if issubclass(T, Decimal):
+ return _decimal_sqrt_of_frac(mss.numerator, mss.denominator)
+ return _float_sqrt_of_frac(mss.numerator, mss.denominator)
+
+
+def pstdev(data, mu=None):
+ """Return the square root of the population variance.
+
+ See ``pvariance`` for arguments and other details.
+
+ >>> pstdev([1.5, 2.5, 2.5, 2.75, 3.25, 4.75])
+ 0.986893273527251
+
+ """
+ T, ss, c, n = _ss(data, mu)
+ if n < 1:
+ raise StatisticsError('pstdev requires at least one data point')
+ mss = ss / n
+ if issubclass(T, Decimal):
+ return _decimal_sqrt_of_frac(mss.numerator, mss.denominator)
+ return _float_sqrt_of_frac(mss.numerator, mss.denominator)
+
+
+def _mean_stdev(data):
+ """In one pass, compute the mean and sample standard deviation as floats."""
+ T, ss, xbar, n = _ss(data)
+ if n < 2:
+ raise StatisticsError('stdev requires at least two data points')
+ mss = ss / (n - 1)
+ try:
+ return float(xbar), _float_sqrt_of_frac(mss.numerator, mss.denominator)
+ except AttributeError:
+ # Handle Nans and Infs gracefully
+ return float(xbar), float(xbar) / float(ss)
+
+
+# === Statistics for relations between two inputs ===
+
+# See https://en.wikipedia.org/wiki/Covariance
+# https://en.wikipedia.org/wiki/Pearson_correlation_coefficient
+# https://en.wikipedia.org/wiki/Simple_linear_regression
+
+
+def covariance(x, y, /):
+ """Covariance
+
+ Return the sample covariance of two inputs *x* and *y*. Covariance
+ is a measure of the joint variability of two inputs.
+
+ >>> x = [1, 2, 3, 4, 5, 6, 7, 8, 9]
+ >>> y = [1, 2, 3, 1, 2, 3, 1, 2, 3]
+ >>> covariance(x, y)
+ 0.75
+ >>> z = [9, 8, 7, 6, 5, 4, 3, 2, 1]
+ >>> covariance(x, z)
+ -7.5
+ >>> covariance(z, x)
+ -7.5
+
+ """
+ n = len(x)
+ if len(y) != n:
+ raise StatisticsError('covariance requires that both inputs have same number of data points')
+ if n < 2:
+ raise StatisticsError('covariance requires at least two data points')
+ xbar = fsum(x) / n
+ ybar = fsum(y) / n
+ sxy = sumprod((xi - xbar for xi in x), (yi - ybar for yi in y))
+ return sxy / (n - 1)
+
+
+def correlation(x, y, /, *, method='linear'):
+ """Pearson's correlation coefficient
+
+ Return the Pearson's correlation coefficient for two inputs. Pearson's
+ correlation coefficient *r* takes values between -1 and +1. It measures
+ the strength and direction of a linear relationship.
+
+ >>> x = [1, 2, 3, 4, 5, 6, 7, 8, 9]
+ >>> y = [9, 8, 7, 6, 5, 4, 3, 2, 1]
+ >>> correlation(x, x)
+ 1.0
+ >>> correlation(x, y)
+ -1.0
+
+ If *method* is "ranked", computes Spearman's rank correlation coefficient
+ for two inputs. The data is replaced by ranks. Ties are averaged
+ so that equal values receive the same rank. The resulting coefficient
+ measures the strength of a monotonic relationship.
+
+ Spearman's rank correlation coefficient is appropriate for ordinal
+ data or for continuous data that doesn't meet the linear proportion
+ requirement for Pearson's correlation coefficient.
+ """
+ n = len(x)
+ if len(y) != n:
+ raise StatisticsError('correlation requires that both inputs have same number of data points')
+ if n < 2:
+ raise StatisticsError('correlation requires at least two data points')
+ if method not in {'linear', 'ranked'}:
+ raise ValueError(f'Unknown method: {method!r}')
+ if method == 'ranked':
+ start = (n - 1) / -2 # Center rankings around zero
+ x = _rank(x, start=start)
+ y = _rank(y, start=start)
+ else:
+ xbar = fsum(x) / n
+ ybar = fsum(y) / n
+ x = [xi - xbar for xi in x]
+ y = [yi - ybar for yi in y]
+ sxy = sumprod(x, y)
+ sxx = sumprod(x, x)
+ syy = sumprod(y, y)
+ try:
+ return sxy / sqrt(sxx * syy)
+ except ZeroDivisionError:
+ raise StatisticsError('at least one of the inputs is constant')
+
+
+LinearRegression = namedtuple('LinearRegression', ('slope', 'intercept'))
+
+
+def linear_regression(x, y, /, *, proportional=False):
+ """Slope and intercept for simple linear regression.
+
+ Return the slope and intercept of simple linear regression
+ parameters estimated using ordinary least squares. Simple linear
+ regression describes relationship between an independent variable
+ *x* and a dependent variable *y* in terms of a linear function:
+
+ y = slope * x + intercept + noise
+
+ where *slope* and *intercept* are the regression parameters that are
+ estimated, and noise represents the variability of the data that was
+ not explained by the linear regression (it is equal to the
+ difference between predicted and actual values of the dependent
+ variable).
+
+ The parameters are returned as a named tuple.
+
+ >>> x = [1, 2, 3, 4, 5]
+ >>> noise = NormalDist().samples(5, seed=42)
+ >>> y = [3 * x[i] + 2 + noise[i] for i in range(5)]
+ >>> linear_regression(x, y) #doctest: +ELLIPSIS
+ LinearRegression(slope=3.09078914170..., intercept=1.75684970486...)
+
+ If *proportional* is true, the independent variable *x* and the
+ dependent variable *y* are assumed to be directly proportional.
+ The data is fit to a line passing through the origin.
+
+ Since the *intercept* will always be 0.0, the underlying linear
+ function simplifies to:
+
+ y = slope * x + noise
+
+ >>> y = [3 * x[i] + noise[i] for i in range(5)]
+ >>> linear_regression(x, y, proportional=True) #doctest: +ELLIPSIS
+ LinearRegression(slope=3.02447542484..., intercept=0.0)
+
+ """
+ n = len(x)
+ if len(y) != n:
+ raise StatisticsError('linear regression requires that both inputs have same number of data points')
+ if n < 2:
+ raise StatisticsError('linear regression requires at least two data points')
+ if not proportional:
+ xbar = fsum(x) / n
+ ybar = fsum(y) / n
+ x = [xi - xbar for xi in x] # List because used three times below
+ y = (yi - ybar for yi in y) # Generator because only used once below
+ sxy = sumprod(x, y) + 0.0 # Add zero to coerce result to a float
+ sxx = sumprod(x, x)
+ try:
+ slope = sxy / sxx # equivalent to: covariance(x, y) / variance(x)
+ except ZeroDivisionError:
+ raise StatisticsError('x is constant')
+ intercept = 0.0 if proportional else ybar - slope * xbar
+ return LinearRegression(slope=slope, intercept=intercept)
+
+
+## Normal Distribution #####################################################
+
+
+def _normal_dist_inv_cdf(p, mu, sigma):
+ # There is no closed-form solution to the inverse CDF for the normal
+ # distribution, so we use a rational approximation instead:
+ # Wichura, M.J. (1988). "Algorithm AS241: The Percentage Points of the
+ # Normal Distribution". Applied Statistics. Blackwell Publishing. 37
+ # (3): 477–484. doi:10.2307/2347330. JSTOR 2347330.
+ q = p - 0.5
+ if fabs(q) <= 0.425:
+ r = 0.180625 - q * q
+ # Hash sum: 55.88319_28806_14901_4439
+ num = (((((((2.50908_09287_30122_6727e+3 * r +
+ 3.34305_75583_58812_8105e+4) * r +
+ 6.72657_70927_00870_0853e+4) * r +
+ 4.59219_53931_54987_1457e+4) * r +
+ 1.37316_93765_50946_1125e+4) * r +
+ 1.97159_09503_06551_4427e+3) * r +
+ 1.33141_66789_17843_7745e+2) * r +
+ 3.38713_28727_96366_6080e+0) * q
+ den = (((((((5.22649_52788_52854_5610e+3 * r +
+ 2.87290_85735_72194_2674e+4) * r +
+ 3.93078_95800_09271_0610e+4) * r +
+ 2.12137_94301_58659_5867e+4) * r +
+ 5.39419_60214_24751_1077e+3) * r +
+ 6.87187_00749_20579_0830e+2) * r +
+ 4.23133_30701_60091_1252e+1) * r +
+ 1.0)
+ x = num / den
+ return mu + (x * sigma)
+ r = p if q <= 0.0 else 1.0 - p
+ r = sqrt(-log(r))
+ if r <= 5.0:
+ r = r - 1.6
+ # Hash sum: 49.33206_50330_16102_89036
+ num = (((((((7.74545_01427_83414_07640e-4 * r +
+ 2.27238_44989_26918_45833e-2) * r +
+ 2.41780_72517_74506_11770e-1) * r +
+ 1.27045_82524_52368_38258e+0) * r +
+ 3.64784_83247_63204_60504e+0) * r +
+ 5.76949_72214_60691_40550e+0) * r +
+ 4.63033_78461_56545_29590e+0) * r +
+ 1.42343_71107_49683_57734e+0)
+ den = (((((((1.05075_00716_44416_84324e-9 * r +
+ 5.47593_80849_95344_94600e-4) * r +
+ 1.51986_66563_61645_71966e-2) * r +
+ 1.48103_97642_74800_74590e-1) * r +
+ 6.89767_33498_51000_04550e-1) * r +
+ 1.67638_48301_83803_84940e+0) * r +
+ 2.05319_16266_37758_82187e+0) * r +
+ 1.0)
+ else:
+ r = r - 5.0
+ # Hash sum: 47.52583_31754_92896_71629
+ num = (((((((2.01033_43992_92288_13265e-7 * r +
+ 2.71155_55687_43487_57815e-5) * r +
+ 1.24266_09473_88078_43860e-3) * r +
+ 2.65321_89526_57612_30930e-2) * r +
+ 2.96560_57182_85048_91230e-1) * r +
+ 1.78482_65399_17291_33580e+0) * r +
+ 5.46378_49111_64114_36990e+0) * r +
+ 6.65790_46435_01103_77720e+0)
+ den = (((((((2.04426_31033_89939_78564e-15 * r +
+ 1.42151_17583_16445_88870e-7) * r +
+ 1.84631_83175_10054_68180e-5) * r +
+ 7.86869_13114_56132_59100e-4) * r +
+ 1.48753_61290_85061_48525e-2) * r +
+ 1.36929_88092_27358_05310e-1) * r +
+ 5.99832_20655_58879_37690e-1) * r +
+ 1.0)
+ x = num / den
+ if q < 0.0:
+ x = -x
+ return mu + (x * sigma)
+
+
+# If available, use C implementation
+try:
+ from _statistics import _normal_dist_inv_cdf
+except ImportError:
+ pass
+
+
+class NormalDist:
+ "Normal distribution of a random variable"
+ # https://en.wikipedia.org/wiki/Normal_distribution
+ # https://en.wikipedia.org/wiki/Variance#Properties
+
+ __slots__ = {
+ '_mu': 'Arithmetic mean of a normal distribution',
+ '_sigma': 'Standard deviation of a normal distribution',
+ }
+
+ 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 = float(mu)
+ self._sigma = float(sigma)
+
+ @classmethod
+ def from_samples(cls, data):
+ "Make a normal distribution instance from sample data."
+ return cls(*_mean_stdev(data))
+
+ def samples(self, n, *, seed=None):
+ "Generate *n* samples for a given mean and standard deviation."
+ gauss = random.gauss if seed is None else random.Random(seed).gauss
+ mu, sigma = self._mu, self._sigma
+ return [gauss(mu, sigma) for _ in repeat(None, n)]
+
+ def pdf(self, x):
+ "Probability density function. P(x <= X < x+dx) / dx"
+ variance = self._sigma * self._sigma
+ if not variance:
+ raise StatisticsError('pdf() not defined when sigma is zero')
+ diff = x - self._mu
+ return exp(diff * diff / (-2.0 * variance)) / sqrt(tau * variance)
+
+ def cdf(self, x):
+ "Cumulative distribution function. P(X <= x)"
+ if not self._sigma:
+ raise StatisticsError('cdf() not defined when sigma is zero')
+ return 0.5 * (1.0 + erf((x - self._mu) / (self._sigma * _SQRT2)))
+
+ def inv_cdf(self, p):
+ """Inverse cumulative distribution function. x : P(X <= x) = p
+
+ Finds the value of the random variable such that the probability of
+ the variable being less than or equal to that value equals the given
+ probability.
+
+ This function is also called the percent point function or quantile
+ function.
+ """
+ if p <= 0.0 or p >= 1.0:
+ raise StatisticsError('p must be in the range 0.0 < p < 1.0')
+ return _normal_dist_inv_cdf(p, self._mu, self._sigma)
+
+ def quantiles(self, n=4):
+ """Divide 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 the normal distribution in to 100 equal sized groups.
+ """
+ return [self.inv_cdf(i / n) for i in range(1, n)]
+
+ def overlap(self, other):
+ """Compute the overlapping coefficient (OVL) between two normal distributions.
+
+ Measures the agreement between two normal probability distributions.
+ Returns a value between 0.0 and 1.0 giving the overlapping area in
+ the two underlying probability density functions.
+
+ >>> N1 = NormalDist(2.4, 1.6)
+ >>> N2 = NormalDist(3.2, 2.0)
+ >>> N1.overlap(N2)
+ 0.8035050657330205
+ """
+ # See: "The overlapping coefficient as a measure of agreement between
+ # probability distributions and point estimation of the overlap of two
+ # normal densities" -- Henry F. Inman and Edwin L. Bradley Jr
+ # http://dx.doi.org/10.1080/03610928908830127
+ if not isinstance(other, NormalDist):
+ raise TypeError('Expected another NormalDist instance')
+ X, Y = self, other
+ if (Y._sigma, Y._mu) < (X._sigma, X._mu): # sort to assure commutativity
+ X, Y = Y, X
+ X_var, Y_var = X.variance, Y.variance
+ if not X_var or not Y_var:
+ raise StatisticsError('overlap() not defined when sigma is zero')
+ dv = Y_var - X_var
+ dm = fabs(Y._mu - X._mu)
+ if not dv:
+ return 1.0 - erf(dm / (2.0 * X._sigma * _SQRT2))
+ a = X._mu * Y_var - Y._mu * X_var
+ b = X._sigma * Y._sigma * sqrt(dm * dm + dv * log(Y_var / X_var))
+ x1 = (a + b) / dv
+ x2 = (a - b) / dv
+ return 1.0 - (fabs(Y.cdf(x1) - X.cdf(x1)) + fabs(Y.cdf(x2) - X.cdf(x2)))
+
+ def zscore(self, x):
+ """Compute the Standard Score. (x - mean) / stdev
+
+ Describes *x* in terms of the number of standard deviations
+ above or below the mean of the normal distribution.
+ """
+ # https://www.statisticshowto.com/probability-and-statistics/z-score/
+ if not self._sigma:
+ raise StatisticsError('zscore() not defined when sigma is zero')
+ return (x - self._mu) / self._sigma
+
+ @property
+ def mean(self):
+ "Arithmetic mean of the normal distribution."
+ return self._mu
+
+ @property
+ def median(self):
+ "Return the median of the normal distribution"
+ return self._mu
+
+ @property
+ def mode(self):
+ """Return the mode of the normal distribution
+
+ The mode is the value x where which the probability density
+ function (pdf) takes its maximum value.
+ """
+ return self._mu
+
+ @property
+ def stdev(self):
+ "Standard deviation of the normal distribution."
+ return self._sigma
+
+ @property
+ def variance(self):
+ "Square of the standard deviation."
+ return self._sigma * self._sigma
+
+ def __add__(x1, x2):
+ """Add a constant or another NormalDist instance.
+
+ If *other* is a constant, translate mu by the constant,
+ leaving sigma unchanged.
+
+ If *other* is a NormalDist, add both the means and the variances.
+ Mathematically, this works only if the two distributions are
+ independent or if they are jointly normally distributed.
+ """
+ if isinstance(x2, NormalDist):
+ return NormalDist(x1._mu + x2._mu, hypot(x1._sigma, x2._sigma))
+ return NormalDist(x1._mu + x2, x1._sigma)
+
+ def __sub__(x1, x2):
+ """Subtract a constant or another NormalDist instance.
+
+ If *other* is a constant, translate by the constant mu,
+ leaving sigma unchanged.
+
+ If *other* is a NormalDist, subtract the means and add the variances.
+ Mathematically, this works only if the two distributions are
+ independent or if they are jointly normally distributed.
+ """
+ if isinstance(x2, NormalDist):
+ return NormalDist(x1._mu - x2._mu, hypot(x1._sigma, x2._sigma))
+ return NormalDist(x1._mu - x2, x1._sigma)
+
+ def __mul__(x1, x2):
+ """Multiply both mu and sigma by a constant.
+
+ Used for rescaling, perhaps to change measurement units.
+ Sigma is scaled with the absolute value of the constant.
+ """
+ return NormalDist(x1._mu * x2, x1._sigma * fabs(x2))
+
+ def __truediv__(x1, x2):
+ """Divide both mu and sigma by a constant.
+
+ Used for rescaling, perhaps to change measurement units.
+ Sigma is scaled with the absolute value of the constant.
+ """
+ return NormalDist(x1._mu / x2, x1._sigma / fabs(x2))
+
+ def __pos__(x1):
+ "Return a copy of the instance."
+ return NormalDist(x1._mu, x1._sigma)
+
+ def __neg__(x1):
+ "Negates mu while keeping sigma the same."
+ return NormalDist(-x1._mu, x1._sigma)
+
+ __radd__ = __add__
+
+ def __rsub__(x1, x2):
+ "Subtract a NormalDist from a constant or another NormalDist."
+ return -(x1 - x2)
+
+ __rmul__ = __mul__
+
+ def __eq__(x1, x2):
+ "Two NormalDist objects are equal if their mu and sigma are both equal."
+ if not isinstance(x2, NormalDist):
+ return NotImplemented
+ return x1._mu == x2._mu and x1._sigma == x2._sigma
+
+ def __hash__(self):
+ "NormalDist objects hash equal if their mu and sigma are both equal."
+ return hash((self._mu, self._sigma))
+
+ def __repr__(self):
+ return f'{type(self).__name__}(mu={self._mu!r}, sigma={self._sigma!r})'
+
+ def __getstate__(self):
+ return self._mu, self._sigma
+
+ def __setstate__(self, state):
+ self._mu, self._sigma = state