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Kirill Smelkov
cpython
Commits
c0c00c38
Commit
c0c00c38
authored
Dec 01, 2015
by
Steven D'Aprano
Browse files
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Plain Diff
Fix for issue #25177 with the mean of very small and very large numbers.
parent
a8d83f5f
Changes
3
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3 changed files
with
433 additions
and
119 deletions
+433
-119
Lib/statistics.py
Lib/statistics.py
+114
-71
Lib/test/test_statistics.py
Lib/test/test_statistics.py
+315
-48
Misc/NEWS
Misc/NEWS
+4
-0
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Lib/statistics.py
View file @
c0c00c38
...
@@ -104,6 +104,8 @@ import math
...
@@ -104,6 +104,8 @@ import math
from
fractions
import
Fraction
from
fractions
import
Fraction
from
decimal
import
Decimal
from
decimal
import
Decimal
from
itertools
import
groupby
# === Exceptions ===
# === Exceptions ===
...
@@ -115,86 +117,102 @@ class StatisticsError(ValueError):
...
@@ -115,86 +117,102 @@ class StatisticsError(ValueError):
# === Private utilities ===
# === Private utilities ===
def
_sum
(
data
,
start
=
0
):
def
_sum
(
data
,
start
=
0
):
"""_sum(data [, start]) -> value
"""_sum(data [, start]) -> (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.
Return a high-precision sum of the given numeric data. If optional
If optional argument ``start`` is given, it is added to the total.
argument ``start`` is given, it is added to the total. If ``data`` is
If ``data`` is empty, ``start`` (defaulting to 0) is returned.
empty, ``start`` (defaulting to 0) is returned.
Examples
Examples
--------
--------
>>> _sum([3, 2.25, 4.5, -0.5, 1.0], 0.75)
>>> _sum([3, 2.25, 4.5, -0.5, 1.0], 0.75)
11.0
(<class 'float'>, Fraction(11, 1), 5)
Some sources of round-off error will be avoided:
Some sources of round-off error will be avoided:
>>> _sum([1e50, 1, -1e50] * 1000) # Built-in sum returns zero.
>>> _sum([1e50, 1, -1e50] * 1000) # Built-in sum returns zero.
1000.0
(<class 'float'>, Fraction(1000, 1), 3000)
Fractions and Decimals are also supported:
Fractions and Decimals are also supported:
>>> from fractions import Fraction as F
>>> from fractions import Fraction as F
>>> _sum([F(2, 3), F(7, 5), F(1, 4), F(5, 6)])
>>> _sum([F(2, 3), F(7, 5), F(1, 4), F(5, 6)])
Fraction(63, 20
)
(<class 'fractions.Fraction'>, Fraction(63, 20), 4
)
>>> from decimal import Decimal as D
>>> from decimal import Decimal as D
>>> data = [D("0.1375"), D("0.2108"), D("0.3061"), D("0.0419")]
>>> data = [D("0.1375"), D("0.2108"), D("0.3061"), D("0.0419")]
>>> _sum(data)
>>> _sum(data)
Decimal('0.6963'
)
(<class 'decimal.Decimal'>, Fraction(6963, 10000), 4
)
Mixed types are currently treated as an error, except that int is
Mixed types are currently treated as an error, except that int is
allowed.
allowed.
"""
"""
# We fail as soon as we reach a value that is not an int or the type of
count
=
0
# the first value which is not an int. E.g. _sum([int, int, float, int])
# is okay, but sum([int, int, float, Fraction]) is not.
allowed_types
=
set
([
int
,
type
(
start
)])
n
,
d
=
_exact_ratio
(
start
)
n
,
d
=
_exact_ratio
(
start
)
partials
=
{
d
:
n
}
# map {denominator: sum of numerators}
partials
=
{
d
:
n
}
# Micro-optimizations.
exact_ratio
=
_exact_ratio
partials_get
=
partials
.
get
partials_get
=
partials
.
get
# Add numerators for each denominator.
T
=
_coerce
(
int
,
type
(
start
))
for
x
in
data
:
for
typ
,
values
in
groupby
(
data
,
type
):
_check_type
(
type
(
x
),
allowed_types
)
T
=
_coerce
(
T
,
typ
)
# or raise TypeError
n
,
d
=
exact_ratio
(
x
)
for
n
,
d
in
map
(
_exact_ratio
,
values
):
count
+=
1
partials
[
d
]
=
partials_get
(
d
,
0
)
+
n
partials
[
d
]
=
partials_get
(
d
,
0
)
+
n
# Find the expected result type. If allowed_types has only one item, it
# will be int; if it has two, use the one which isn't int.
assert
len
(
allowed_types
)
in
(
1
,
2
)
if
len
(
allowed_types
)
==
1
:
assert
allowed_types
.
pop
()
is
int
T
=
int
else
:
T
=
(
allowed_types
-
set
([
int
])).
pop
()
if
None
in
partials
:
if
None
in
partials
:
assert
issubclass
(
T
,
(
float
,
Decimal
))
# The sum will be a NAN or INF. We can ignore all the finite
assert
not
math
.
isfinite
(
partials
[
None
])
# partials, and just look at this special one.
return
T
(
partials
[
None
])
total
=
partials
[
None
]
total
=
Fraction
()
assert
not
_isfinite
(
total
)
for
d
,
n
in
sorted
(
partials
.
items
()):
else
:
total
+=
Fraction
(
n
,
d
)
# Sum all the partial sums using builtin sum.
if
issubclass
(
T
,
int
):
# FIXME is this faster if we sum them in order of the denominator?
assert
total
.
denominator
==
1
total
=
sum
(
Fraction
(
n
,
d
)
for
d
,
n
in
sorted
(
partials
.
items
()))
return
T
(
total
.
numerator
)
return
(
T
,
total
,
count
)
if
issubclass
(
T
,
Decimal
):
return
T
(
total
.
numerator
)
/
total
.
denominator
return
T
(
total
)
def
_check_type
(
T
,
allowed
):
def
_isfinite
(
x
):
if
T
not
in
allowed
:
try
:
if
len
(
allowed
)
==
1
:
return
x
.
is_finite
()
# Likely a Decimal.
allowed
.
add
(
T
)
except
AttributeError
:
else
:
return
math
.
isfinite
(
x
)
# Coerces to float first.
types
=
', '
.
join
([
t
.
__name__
for
t
in
allowed
]
+
[
T
.
__name__
])
raise
TypeError
(
"unsupported mixed types: %s"
%
types
)
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
):
def
_exact_ratio
(
x
):
"""
Convert Real number x exactly to
(numerator, denominator) pair.
"""
Return Real number x to exact
(numerator, denominator) pair.
>>> _exact_ratio(0.25)
>>> _exact_ratio(0.25)
(1, 4)
(1, 4)
...
@@ -202,29 +220,31 @@ def _exact_ratio(x):
...
@@ -202,29 +220,31 @@ def _exact_ratio(x):
x is expected to be an int, Fraction, Decimal or float.
x is expected to be an int, Fraction, Decimal or float.
"""
"""
try
:
try
:
# Optimise the common case of floats. We expect that the most often
# used numeric type will be builtin floats, so try to make this as
# fast as possible.
if
type
(
x
)
is
float
:
return
x
.
as_integer_ratio
()
try
:
try
:
#
int, Fraction
#
x may be an int, Fraction, or Integral ABC.
return
(
x
.
numerator
,
x
.
denominator
)
return
(
x
.
numerator
,
x
.
denominator
)
except
AttributeError
:
except
AttributeError
:
# float
try
:
try
:
# x may be a float subclass.
return
x
.
as_integer_ratio
()
return
x
.
as_integer_ratio
()
except
AttributeError
:
except
AttributeError
:
# Decimal
try
:
try
:
# x may be a Decimal.
return
_decimal_to_ratio
(
x
)
return
_decimal_to_ratio
(
x
)
except
AttributeError
:
except
AttributeError
:
msg
=
"can't convert type '{}' to numerator/denominator"
# Just give up?
raise
TypeError
(
msg
.
format
(
type
(
x
).
__name__
))
from
None
pass
except
(
OverflowError
,
ValueError
):
except
(
OverflowError
,
ValueError
):
# INF or NAN
# float NAN or INF.
if
__debug__
:
# Decimal signalling NANs cannot be converted to float :-(
if
isinstance
(
x
,
Decimal
):
assert
not
x
.
is_finite
()
else
:
assert
not
math
.
isfinite
(
x
)
assert
not
math
.
isfinite
(
x
)
return
(
x
,
None
)
return
(
x
,
None
)
msg
=
"can't convert type '{}' to numerator/denominator"
raise
TypeError
(
msg
.
format
(
type
(
x
).
__name__
))
# FIXME This is faster than Fraction.from_decimal, but still too slow.
# FIXME This is faster than Fraction.from_decimal, but still too slow.
...
@@ -239,7 +259,7 @@ def _decimal_to_ratio(d):
...
@@ -239,7 +259,7 @@ def _decimal_to_ratio(d):
sign
,
digits
,
exp
=
d
.
as_tuple
()
sign
,
digits
,
exp
=
d
.
as_tuple
()
if
exp
in
(
'F'
,
'n'
,
'N'
):
# INF, NAN, sNAN
if
exp
in
(
'F'
,
'n'
,
'N'
):
# INF, NAN, sNAN
assert
not
d
.
is_finite
()
assert
not
d
.
is_finite
()
r
aise
ValueError
r
eturn
(
d
,
None
)
num
=
0
num
=
0
for
digit
in
digits
:
for
digit
in
digits
:
num
=
num
*
10
+
digit
num
=
num
*
10
+
digit
...
@@ -253,6 +273,24 @@ def _decimal_to_ratio(d):
...
@@ -253,6 +273,24 @@ def _decimal_to_ratio(d):
return
(
num
,
den
)
return
(
num
,
den
)
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
_counts
(
data
):
def
_counts
(
data
):
# Generate a table of sorted (value, frequency) pairs.
# Generate a table of sorted (value, frequency) pairs.
table
=
collections
.
Counter
(
iter
(
data
)).
most_common
()
table
=
collections
.
Counter
(
iter
(
data
)).
most_common
()
...
@@ -290,7 +328,9 @@ def mean(data):
...
@@ -290,7 +328,9 @@ def mean(data):
n
=
len
(
data
)
n
=
len
(
data
)
if
n
<
1
:
if
n
<
1
:
raise
StatisticsError
(
'mean requires at least one data point'
)
raise
StatisticsError
(
'mean requires at least one data point'
)
return
_sum
(
data
)
/
n
T
,
total
,
count
=
_sum
(
data
)
assert
count
==
n
return
_convert
(
total
/
n
,
T
)
# FIXME: investigate ways to calculate medians without sorting? Quickselect?
# FIXME: investigate ways to calculate medians without sorting? Quickselect?
...
@@ -460,12 +500,14 @@ def _ss(data, c=None):
...
@@ -460,12 +500,14 @@ def _ss(data, c=None):
"""
"""
if
c
is
None
:
if
c
is
None
:
c
=
mean
(
data
)
c
=
mean
(
data
)
ss
=
_sum
((
x
-
c
)
**
2
for
x
in
data
)
T
,
total
,
count
=
_sum
((
x
-
c
)
**
2
for
x
in
data
)
# The following sum should mathematically equal zero, but due to rounding
# The following sum should mathematically equal zero, but due to rounding
# error may not.
# error may not.
ss
-=
_sum
((
x
-
c
)
for
x
in
data
)
**
2
/
len
(
data
)
U
,
total2
,
count2
=
_sum
((
x
-
c
)
for
x
in
data
)
assert
not
ss
<
0
,
'negative sum of square deviations: %f'
%
ss
assert
T
==
U
and
count
==
count2
return
ss
total
-=
total2
**
2
/
len
(
data
)
assert
not
total
<
0
,
'negative sum of square deviations: %f'
%
total
return
(
T
,
total
)
def
variance
(
data
,
xbar
=
None
):
def
variance
(
data
,
xbar
=
None
):
...
@@ -511,8 +553,8 @@ def variance(data, xbar=None):
...
@@ -511,8 +553,8 @@ def variance(data, xbar=None):
n
=
len
(
data
)
n
=
len
(
data
)
if
n
<
2
:
if
n
<
2
:
raise
StatisticsError
(
'variance requires at least two data points'
)
raise
StatisticsError
(
'variance requires at least two data points'
)
ss
=
_ss
(
data
,
xbar
)
T
,
ss
=
_ss
(
data
,
xbar
)
return
ss
/
(
n
-
1
)
return
_convert
(
ss
/
(
n
-
1
),
T
)
def
pvariance
(
data
,
mu
=
None
):
def
pvariance
(
data
,
mu
=
None
):
...
@@ -560,7 +602,8 @@ def pvariance(data, mu=None):
...
@@ -560,7 +602,8 @@ def pvariance(data, mu=None):
if
n
<
1
:
if
n
<
1
:
raise
StatisticsError
(
'pvariance requires at least one data point'
)
raise
StatisticsError
(
'pvariance requires at least one data point'
)
ss
=
_ss
(
data
,
mu
)
ss
=
_ss
(
data
,
mu
)
return
ss
/
n
T
,
ss
=
_ss
(
data
,
mu
)
return
_convert
(
ss
/
n
,
T
)
def
stdev
(
data
,
xbar
=
None
):
def
stdev
(
data
,
xbar
=
None
):
...
...
Lib/test/test_statistics.py
View file @
c0c00c38
This diff is collapsed.
Click to expand it.
Misc/NEWS
View file @
c0c00c38
...
@@ -113,6 +113,10 @@ Core and Builtins
...
@@ -113,6 +113,10 @@ Core and Builtins
Library
Library
-------
-------
- Issue #25177: Fixed problem with the mean of very small and very large
numbers. As a side effect, statistics.mean and statistics.variance should
be significantly faster.
- Issue #25718: Fixed copying object with state with boolean value is false.
- Issue #25718: Fixed copying object with state with boolean value is false.
- Issue #10131: Fixed deep copying of minidom documents. Based on patch
- Issue #10131: Fixed deep copying of minidom documents. Based on patch
...
...
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