Oscar Benjamin <oscar.j.benja...@gmail.com> added the comment:
> I would find it very helpful if somebody has time to do a survey of > other statistics libraries or languages (e.g. numpy, R, Octave, Matlab, > SAS etc) and see how they handle data with weights. Numpy has only sporadic support for this. The standard mean function does not have any way to provide weights but there is an alternative called average that computes the mean and has an optional weights argument. I've never heard of average before searching for "numpy weighted mean" just now. Numpy's API often has bits of old cruft from where various numerical packages were joined together so I'm not sure they would recommend their current approach. I don't think there are any other numpy functions for providing weighted statistics. Statsmodels does provide an API for this as explained here: https://stackoverflow.com/a/36464881/9450991 Their API is that you create an object with data and weights and can then call methods/attributes for statistics. Matlab doesn't support even weighted mean as far as I can tell. There is wmean on the matlab file exchange: > > - what APIs do they provide? > - do they require weights to be positive integers, or do they > support arbitrary float weights? > - including negative weights? > (what physical meaning does a negative weight have?) > > At the moment, a simple helper function seems to do the trick for > non-negative integer weights: > > def flatten(items): > for item in items: > yield from item > > py> data = [1, 2, 3, 4] > py> weights = [1, 4, 1, 2] > py> statistics.mean(flatten([x]*w for x, w in zip(data, weights))) > 2.5 > > In principle, the implementation could be as simple as a single > recursive call: > > def mean(data, weights=None): > if weights is not None: > return mean(flatten([x]*w for x, w in zip(data, weights))) > # base case without weights is unchanged > > or perhaps it could be just a recipe in the docs. > > ---------- > > _______________________________________ > Python tracker <rep...@bugs.python.org> > <https://bugs.python.org/issue20479> > _______________________________________ ---------- _______________________________________ Python tracker <rep...@bugs.python.org> <https://bugs.python.org/issue20479> _______________________________________ _______________________________________________ Python-bugs-list mailing list Unsubscribe: https://mail.python.org/mailman/options/python-bugs-list/archive%40mail-archive.com
