bpo-45876: Improve accuracy for stdev() and pstdev() in statistics (GH-29736)

* Inlined code from variance functions

* Added helper functions for the float square root of a fraction

* Call helper functions

* Add blurb

* Fix over-specified test

* Add a test for the _sqrt_frac() helper function

* Increase the tested range

* Add type hints to the internal function.

* Fix test for correct rounding

* Simplify ⌊√(n/m)⌋ calculation

Co-authored-by: Mark Dickinson <dickinsm@gmail.com>

* Add comment and beef-up tests

* Test for zero denominator

* Add algorithmic references

* Add test for the _isqrt_frac_rto() helper function.

* Compute the 109 instead of hard-wiring it

* Stronger test for _isqrt_frac_rto()

* Bigger range

* Bigger range

* Replace float() call with int/int division to be parallel with the other code path.

* Factor out division. Update proof link. Remove internal type declaration

Co-authored-by: Mark Dickinson <dickinsm@gmail.com>
This commit is contained in:
Raymond Hettinger 2021-11-26 22:54:50 -07:00 committed by GitHub
parent db55f3faba
commit af9ee57b96
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3 changed files with 107 additions and 16 deletions

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@ -130,6 +130,7 @@ __all__ = [
import math
import numbers
import random
import sys
from fractions import Fraction
from decimal import Decimal
@ -304,6 +305,27 @@ def _fail_neg(values, errmsg='negative value'):
raise StatisticsError(errmsg)
yield x
def _isqrt_frac_rto(n: int, m: int) -> float:
"""Square root of n/m, rounded to the nearest integer using round-to-odd."""
# Reference: https://www.lri.fr/~melquion/doc/05-imacs17_1-expose.pdf
a = math.isqrt(n // m)
return a | (a*a*m != n)
# For 53 bit precision floats, the _sqrt_frac() shift is 109.
_sqrt_shift: int = 2 * sys.float_info.mant_dig + 3
def _sqrt_frac(n: int, m: int) -> float:
"""Square root of n/m as a float, correctly rounded."""
# See principle and proof sketch at: https://bugs.python.org/msg407078
q = (n.bit_length() - m.bit_length() - _sqrt_shift) // 2
if q >= 0:
numerator = _isqrt_frac_rto(n, m << 2 * q) << q
denominator = 1
else:
numerator = _isqrt_frac_rto(n << -2 * q, m)
denominator = 1 << -q
return numerator / denominator # Convert to float
# === Measures of central tendency (averages) ===
@ -837,14 +859,17 @@ def stdev(data, xbar=None):
1.0810874155219827
"""
# Fixme: Despite the exact sum of squared deviations, some inaccuracy
# remain because there are two rounding steps. The first occurs in
# the _convert() step for variance(), the second occurs in math.sqrt().
var = variance(data, xbar)
try:
if iter(data) is data:
data = list(data)
n = len(data)
if n < 2:
raise StatisticsError('stdev requires at least two data points')
T, ss = _ss(data, xbar)
mss = ss / (n - 1)
if hasattr(T, 'sqrt'):
var = _convert(mss, T)
return var.sqrt()
except AttributeError:
return math.sqrt(var)
return _sqrt_frac(mss.numerator, mss.denominator)
def pstdev(data, mu=None):
@ -856,14 +881,17 @@ def pstdev(data, mu=None):
0.986893273527251
"""
# Fixme: Despite the exact sum of squared deviations, some inaccuracy
# remain because there are two rounding steps. The first occurs in
# the _convert() step for pvariance(), the second occurs in math.sqrt().
var = pvariance(data, mu)
try:
if iter(data) is data:
data = list(data)
n = len(data)
if n < 1:
raise StatisticsError('pstdev requires at least one data point')
T, ss = _ss(data, mu)
mss = ss / n
if hasattr(T, 'sqrt'):
var = _convert(mss, T)
return var.sqrt()
except AttributeError:
return math.sqrt(var)
return _sqrt_frac(mss.numerator, mss.denominator)
# === Statistics for relations between two inputs ===