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| author | Raymond Hettinger <rhettinger@users.noreply.github.com> | 2024-06-01 10:49:14 -0500 |
|---|---|---|
| committer | GitHub <noreply@github.com> | 2024-06-01 10:49:14 -0500 |
| commit | ce2ea7d629788fd051cbec099b5947ecbe50e819 (patch) | |
| tree | 9ec693298bbbcee98c4361ccdb07dcbbcbad9d43 /Lib/statistics.py | |
| parent | 90ec19fd33e2452902b9788d4821f1fbf6542304 (diff) | |
| download | cpython-ce2ea7d629788fd051cbec099b5947ecbe50e819.tar.gz cpython-ce2ea7d629788fd051cbec099b5947ecbe50e819.zip | |
Minor speed/accuracy improvement for kde() (gh-119910)
Diffstat (limited to 'Lib/statistics.py')
| -rw-r--r-- | Lib/statistics.py | 17 |
1 files changed, 9 insertions, 8 deletions
diff --git a/Lib/statistics.py b/Lib/statistics.py index 450edfaabe8..c36145fe7f2 100644 --- a/Lib/statistics.py +++ b/Lib/statistics.py @@ -953,12 +953,14 @@ def kde(data, h, kernel='normal', *, cumulative=False): case 'quartic' | 'biweight': K = lambda t: 15/16 * (1.0 - t * t) ** 2 - W = lambda t: 3/16 * t**5 - 5/8 * t**3 + 15/16 * t + 1/2 + W = lambda t: sumprod((3/16, -5/8, 15/16, 1/2), + (t**5, t**3, t, 1.0)) support = 1.0 case 'triweight': K = lambda t: 35/32 * (1.0 - t * t) ** 3 - W = lambda t: 35/32 * (-1/7*t**7 + 3/5*t**5 - t**3 + t) + 1/2 + W = lambda t: sumprod((-5/32, 21/32, -35/32, 35/32, 1/2), + (t**7, t**5, t**3, t, 1.0)) support = 1.0 case 'cosine': @@ -974,12 +976,10 @@ def kde(data, h, kernel='normal', *, cumulative=False): if support is None: def pdf(x): - n = len(data) - return sum(K((x - x_i) / h) for x_i in data) / (n * h) + return sum(K((x - x_i) / h) for x_i in data) / (len(data) * h) def cdf(x): - n = len(data) - return sum(W((x - x_i) / h) for x_i in data) / n + return sum(W((x - x_i) / h) for x_i in data) / len(data) else: @@ -1732,7 +1732,7 @@ def _quartic_invcdf_estimate(p): _quartic_invcdf = _newton_raphson( f_inv_estimate = _quartic_invcdf_estimate, - f = lambda t: 3/16 * t**5 - 5/8 * t**3 + 15/16 * t + 1/2, + f = lambda t: sumprod((3/16, -5/8, 15/16, 1/2), (t**5, t**3, t, 1.0)), f_prime = lambda t: 15/16 * (1.0 - t * t) ** 2) def _triweight_invcdf_estimate(p): @@ -1742,7 +1742,8 @@ def _triweight_invcdf_estimate(p): _triweight_invcdf = _newton_raphson( f_inv_estimate = _triweight_invcdf_estimate, - f = lambda t: 35/32 * (-1/7*t**7 + 3/5*t**5 - t**3 + t) + 1/2, + f = lambda t: sumprod((-5/32, 21/32, -35/32, 35/32, 1/2), + (t**7, t**5, t**3, t, 1.0)), f_prime = lambda t: 35/32 * (1.0 - t * t) ** 3) _kernel_invcdfs = { |