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authorSteven D'Aprano <steve@pearwood.info>2016-08-09 02:49:20 (GMT)
committerSteven D'Aprano <steve@pearwood.info>2016-08-09 02:49:20 (GMT)
commit3e8616abcd7fa860ad29a351610fb1ca4fee063a (patch)
treeac89e257bbed434e16e320434452e2d6c6ae386c /Lib
parent2b0bb0d2959f8397f47e0a27f0a79185ebe4644c (diff)
parenta474afdddc9282fedd63035b5973c88270c99ee8 (diff)
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Automated merge with ssh://hg.python.org/cpython
Diffstat (limited to 'Lib')
-rw-r--r--Lib/statistics.py66
-rw-r--r--Lib/test/test_statistics.py159
2 files changed, 211 insertions, 14 deletions
diff --git a/Lib/statistics.py b/Lib/statistics.py
index b081b5a..8c41dd3 100644
--- a/Lib/statistics.py
+++ b/Lib/statistics.py
@@ -28,6 +28,7 @@ Calculating averages
Function Description
================== =============================================
mean Arithmetic mean (average) 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.
@@ -95,16 +96,17 @@ A single exception is defined: StatisticsError is a subclass of ValueError.
__all__ = [ 'StatisticsError',
'pstdev', 'pvariance', 'stdev', 'variance',
'median', 'median_low', 'median_high', 'median_grouped',
- 'mean', 'mode',
+ 'mean', 'mode', 'harmonic_mean',
]
-
import collections
+import decimal
import math
+import numbers
from fractions import Fraction
from decimal import Decimal
-from itertools import groupby
+from itertools import groupby, chain
from bisect import bisect_left, bisect_right
@@ -135,7 +137,8 @@ def _sum(data, start=0):
Some sources of round-off error will be avoided:
- >>> _sum([1e50, 1, -1e50] * 1000) # Built-in sum returns zero.
+ # Built-in sum returns zero.
+ >>> _sum([1e50, 1, -1e50] * 1000)
(<class 'float'>, Fraction(1000, 1), 3000)
Fractions and Decimals are also supported:
@@ -291,6 +294,15 @@ def _find_rteq(a, l, x):
return i-1
raise ValueError
+
+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
+
+
# === Measures of central tendency (averages) ===
def mean(data):
@@ -319,6 +331,52 @@ def mean(data):
return _convert(total/n, T)
+def harmonic_mean(data):
+ """Return the harmonic mean of data.
+
+ The harmonic mean, sometimes called the subcontrary mean, is the
+ reciprocal of the arithmetic mean of the reciprocals of the data,
+ and is often appropriate when averaging quantities which are rates
+ or ratios, for example speeds. Example:
+
+ Suppose an investor purchases an equal value of shares in each of
+ three companies, with P/E (price/earning) ratios of 2.5, 3 and 10.
+ What is the average P/E ratio for the investor's portfolio?
+
+ >>> harmonic_mean([2.5, 3, 10]) # For an equal investment portfolio.
+ 3.6
+
+ Using the arithmetic mean would give an average of about 5.167, which
+ is too high.
+
+ If ``data`` is empty, or any element is less than zero,
+ ``harmonic_mean`` will raise ``StatisticsError``.
+ """
+ # For a justification for using harmonic mean for P/E ratios, see
+ # http://fixthepitch.pellucid.com/comps-analysis-the-missing-harmony-of-summary-statistics/
+ # http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2621087
+ 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:
+ x = data[0]
+ if isinstance(x, (numbers.Real, Decimal)):
+ if x < 0:
+ raise StatisticsError(errmsg)
+ return x
+ else:
+ raise TypeError('unsupported type')
+ try:
+ T, total, count = _sum(1/x for x in _fail_neg(data, errmsg))
+ except ZeroDivisionError:
+ return 0
+ assert count == n
+ return _convert(n/total, T)
+
+
# FIXME: investigate ways to calculate medians without sorting? Quickselect?
def median(data):
"""Return the median (middle value) of numeric data.
diff --git a/Lib/test/test_statistics.py b/Lib/test/test_statistics.py
index cccc1b9..1542d64 100644
--- a/Lib/test/test_statistics.py
+++ b/Lib/test/test_statistics.py
@@ -21,6 +21,10 @@ import statistics
# === Helper functions and class ===
+def sign(x):
+ """Return -1.0 for negatives, including -0.0, otherwise +1.0."""
+ return math.copysign(1, x)
+
def _nan_equal(a, b):
"""Return True if a and b are both the same kind of NAN.
@@ -264,6 +268,13 @@ class NumericTestCase(unittest.TestCase):
# === Test the helpers ===
# ========================
+class TestSign(unittest.TestCase):
+ """Test that the helper function sign() works correctly."""
+ def testZeroes(self):
+ # Test that signed zeroes report their sign correctly.
+ self.assertEqual(sign(0.0), +1)
+ self.assertEqual(sign(-0.0), -1)
+
# --- Tests for approx_equal ---
@@ -659,7 +670,7 @@ class DocTests(unittest.TestCase):
@unittest.skipIf(sys.flags.optimize >= 2,
"Docstrings are omitted with -OO and above")
def test_doc_tests(self):
- failed, tried = doctest.testmod(statistics)
+ failed, tried = doctest.testmod(statistics, optionflags=doctest.ELLIPSIS)
self.assertGreater(tried, 0)
self.assertEqual(failed, 0)
@@ -971,6 +982,34 @@ class ConvertTest(unittest.TestCase):
self.assertTrue(_nan_equal(x, nan))
+class FailNegTest(unittest.TestCase):
+ """Test _fail_neg private function."""
+
+ def test_pass_through(self):
+ # Test that values are passed through unchanged.
+ values = [1, 2.0, Fraction(3), Decimal(4)]
+ new = list(statistics._fail_neg(values))
+ self.assertEqual(values, new)
+
+ def test_negatives_raise(self):
+ # Test that negatives raise an exception.
+ for x in [1, 2.0, Fraction(3), Decimal(4)]:
+ seq = [-x]
+ it = statistics._fail_neg(seq)
+ self.assertRaises(statistics.StatisticsError, next, it)
+
+ def test_error_msg(self):
+ # Test that a given error message is used.
+ msg = "badness #%d" % random.randint(10000, 99999)
+ try:
+ next(statistics._fail_neg([-1], msg))
+ except statistics.StatisticsError as e:
+ errmsg = e.args[0]
+ else:
+ self.fail("expected exception, but it didn't happen")
+ self.assertEqual(errmsg, msg)
+
+
# === Tests for public functions ===
class UnivariateCommonMixin:
@@ -1082,13 +1121,13 @@ class UnivariateTypeMixin:
Not all tests to do with types need go in this class. Only those that
rely on the function returning the same type as its input data.
"""
- def test_types_conserved(self):
- # Test that functions keeps the same type as their data points.
- # (Excludes mixed data types.) This only tests the type of the return
- # result, not the value.
+ def prepare_types_for_conservation_test(self):
+ """Return the types which are expected to be conserved."""
class MyFloat(float):
def __truediv__(self, other):
return type(self)(super().__truediv__(other))
+ def __rtruediv__(self, other):
+ return type(self)(super().__rtruediv__(other))
def __sub__(self, other):
return type(self)(super().__sub__(other))
def __rsub__(self, other):
@@ -1098,9 +1137,14 @@ class UnivariateTypeMixin:
def __add__(self, other):
return type(self)(super().__add__(other))
__radd__ = __add__
+ return (float, Decimal, Fraction, MyFloat)
+ def test_types_conserved(self):
+ # Test that functions keeps the same type as their data points.
+ # (Excludes mixed data types.) This only tests the type of the return
+ # result, not the value.
data = self.prepare_data()
- for kind in (float, Decimal, Fraction, MyFloat):
+ for kind in self.prepare_types_for_conservation_test():
d = [kind(x) for x in data]
result = self.func(d)
self.assertIs(type(result), kind)
@@ -1275,12 +1319,16 @@ class AverageMixin(UnivariateCommonMixin):
for x in (23, 42.5, 1.3e15, Fraction(15, 19), Decimal('0.28')):
self.assertEqual(self.func([x]), x)
+ def prepare_values_for_repeated_single_test(self):
+ return (3.5, 17, 2.5e15, Fraction(61, 67), Decimal('4.9712'))
+
def test_repeated_single_value(self):
# The average of a single repeated value is the value itself.
- for x in (3.5, 17, 2.5e15, Fraction(61, 67), Decimal('4.9712')):
+ for x in self.prepare_values_for_repeated_single_test():
for count in (2, 5, 10, 20):
- data = [x]*count
- self.assertEqual(self.func(data), x)
+ with self.subTest(x=x, count=count):
+ data = [x]*count
+ self.assertEqual(self.func(data), x)
class TestMean(NumericTestCase, AverageMixin, UnivariateTypeMixin):
@@ -1304,7 +1352,7 @@ class TestMean(NumericTestCase, AverageMixin, UnivariateTypeMixin):
self.assertEqual(self.func(data), 22.015625)
def test_decimals(self):
- # Test mean with ints.
+ # Test mean with Decimals.
D = Decimal
data = [D("1.634"), D("2.517"), D("3.912"), D("4.072"), D("5.813")]
random.shuffle(data)
@@ -1379,6 +1427,97 @@ class TestMean(NumericTestCase, AverageMixin, UnivariateTypeMixin):
self.assertEqual(statistics.mean([tiny]*n), tiny)
+class TestHarmonicMean(NumericTestCase, AverageMixin, UnivariateTypeMixin):
+ def setUp(self):
+ self.func = statistics.harmonic_mean
+
+ def prepare_data(self):
+ # Override mixin method.
+ values = super().prepare_data()
+ values.remove(0)
+ return values
+
+ def prepare_values_for_repeated_single_test(self):
+ # Override mixin method.
+ return (3.5, 17, 2.5e15, Fraction(61, 67), Decimal('4.125'))
+
+ def test_zero(self):
+ # Test that harmonic mean returns zero when given zero.
+ values = [1, 0, 2]
+ self.assertEqual(self.func(values), 0)
+
+ def test_negative_error(self):
+ # Test that harmonic mean raises when given a negative value.
+ exc = statistics.StatisticsError
+ for values in ([-1], [1, -2, 3]):
+ with self.subTest(values=values):
+ self.assertRaises(exc, self.func, values)
+
+ def test_ints(self):
+ # Test harmonic mean with ints.
+ data = [2, 4, 4, 8, 16, 16]
+ random.shuffle(data)
+ self.assertEqual(self.func(data), 6*4/5)
+
+ def test_floats_exact(self):
+ # Test harmonic mean with some carefully chosen floats.
+ data = [1/8, 1/4, 1/4, 1/2, 1/2]
+ random.shuffle(data)
+ self.assertEqual(self.func(data), 1/4)
+ self.assertEqual(self.func([0.25, 0.5, 1.0, 1.0]), 0.5)
+
+ def test_singleton_lists(self):
+ # Test that harmonic mean([x]) returns (approximately) x.
+ for x in range(1, 101):
+ if x in (49, 93, 98, 99):
+ self.assertApproxEqual(self.func([x]), x, tol=2e-14)
+ else:
+ self.assertEqual(self.func([x]), x)
+
+ def test_decimals_exact(self):
+ # Test harmonic mean with some carefully chosen Decimals.
+ D = Decimal
+ self.assertEqual(self.func([D(15), D(30), D(60), D(60)]), D(30))
+ data = [D("0.05"), D("0.10"), D("0.20"), D("0.20")]
+ random.shuffle(data)
+ self.assertEqual(self.func(data), D("0.10"))
+ data = [D("1.68"), D("0.32"), D("5.94"), D("2.75")]
+ random.shuffle(data)
+ self.assertEqual(self.func(data), D(66528)/70723)
+
+ def test_fractions(self):
+ # Test harmonic mean with Fractions.
+ F = Fraction
+ data = [F(1, 2), F(2, 3), F(3, 4), F(4, 5), F(5, 6), F(6, 7), F(7, 8)]
+ random.shuffle(data)
+ self.assertEqual(self.func(data), F(7*420, 4029))
+
+ def test_inf(self):
+ # Test harmonic mean with infinity.
+ values = [2.0, float('inf'), 1.0]
+ self.assertEqual(self.func(values), 2.0)
+
+ def test_nan(self):
+ # Test harmonic mean with NANs.
+ values = [2.0, float('nan'), 1.0]
+ self.assertTrue(math.isnan(self.func(values)))
+
+ def test_multiply_data_points(self):
+ # Test multiplying every data point by a constant.
+ c = 111
+ data = [3.4, 4.5, 4.9, 6.7, 6.8, 7.2, 8.0, 8.1, 9.4]
+ expected = self.func(data)*c
+ result = self.func([x*c for x in data])
+ self.assertEqual(result, expected)
+
+ def test_doubled_data(self):
+ # Harmonic mean of [a,b...z] should be same as for [a,a,b,b...z,z].
+ data = [random.uniform(1, 5) for _ in range(1000)]
+ expected = self.func(data)
+ actual = self.func(data*2)
+ self.assertApproxEqual(actual, expected)
+
+
class TestMedian(NumericTestCase, AverageMixin):
# Common tests for median and all median.* functions.
def setUp(self):