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Improve accuracy for Spearman's rank correlation coefficient. (#96392)

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Raymond Hettinger 2022-08-29 12:19:48 -05:00 • committed by GitHub
parent 873554ef84
commit 3d180e3ab2
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1 changed files with 4 additions and 3 deletions
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7
Lib/statistics.py
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@ -379,7 +379,7 @@ def _rank(data, /, *, key=None, reverse=False, ties='average', start=1) -> list[
[2.0, 1.0, 3.0]
Ranks are conventionally numbered starting from one; however,
setting *start* to zero allow the ranks to be used as array indices:
setting *start* to zero allows the ranks to be used as array indices:
>>> prize = ['Gold', 'Silver', 'Bronze', 'Certificate']
>>> scores = [8.1, 7.3, 9.4, 8.3]
@ -1073,8 +1073,9 @@ def correlation(x, y, /, *, method='linear'):
if method not in {'linear', 'ranked'}:
raise ValueError(f'Unknown method: {method!r}')
if method == 'ranked':
x = _rank(x)
y = _rank(y)
start = (n - 1) / -2 # Center rankings around zero
x = _rank(x, start=start)
y = _rank(y, start=start)
xbar = fsum(x) / n
ybar = fsum(y) / n
sxy = fsum((xi - xbar) * (yi - ybar) for xi, yi in zip(x, y))