8000 Minor accuracy improvement for statistics.correlation() by rhettinger · Pull Request #107781 · python/cpython · GitHub
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Minor accuracy improvement for statistics.correlation() #107781

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Merged
merged 3 commits into from
Aug 8, 2023
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Minor accuracy improvement for statistics.correlation() #107781

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22f151e
Reduce round-off error in statistics.correlation()."
rhettinger Aug 7, 2023
87ed56a
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rhettinger Aug 8, 2023
fe80bab
Merge branch 'main' into statistics_sqrtprod
rhettinger Aug 8, 2023
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Reduce round-off error in statistics.correlation()."
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@rhettinger
rhettinger committed Aug 7, 2023
commit 22f151eef41f77ff984f8e6d1ef7440a56eb421c
8 changes: 7 additions & 1 deletion Lib/statistics.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1004,6 +1004,12 @@ 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."
h = sqrt(x * y)
x = sumprod((x, h), (y, -h))
return h + x / (2.0 * h)


# === Statistics for relations between two inputs ===

Expand Down Expand Up @@ -1083,7 +1089,7 @@ 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')

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