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-rw-r--r--Lib/statistics.py10
1 files changed, 9 insertions, 1 deletions
diff --git a/Lib/statistics.py b/Lib/statistics.py
index 6bd214b..066669d 100644
--- a/Lib/statistics.py
+++ b/Lib/statistics.py
@@ -1004,6 +1004,14 @@ def _mean_stdev(data):
# Handle Nans and Infs gracefully
return float(xbar), float(xbar) / float(ss)
+def _sqrtprod(x: float, y: float) -> float:
+ "Return sqrt(x * y) computed with high accuracy."
+ # Square root differential correction:
+ # https://www.wolframalpha.com/input/?i=Maclaurin+series+sqrt%28h**2+%2B+x%29+at+x%3D0
+ h = sqrt(x * y)
+ x = sumprod((x, h), (y, -h))
+ return h + x / (2.0 * h)
+
# === Statistics for relations between two inputs ===
@@ -1083,7 +1091,7 @@ def correlation(x, y, /, *, method='linear'):
sxx = sumprod(x, x)
syy = sumprod(y, y)
try:
- return sxy / sqrt(sxx * syy)
+ return sxy / _sqrtprod(sxx, syy)
except ZeroDivisionError:
raise StatisticsError('at least one of the inputs is constant')