NumPy中的加权标准差
问题内容:
numpy.average()
有权重选项,但numpy.std()
没有。有没有人建议解决方法?
问题答案:
接下来的简短“手动计算”如何?
def weighted_avg_and_std(values, weights):
"""
Return the weighted average and standard deviation.
values, weights -- Numpy ndarrays with the same shape.
"""
average = numpy.average(values, weights=weights)
# Fast and numerically precise:
variance = numpy.average((values-average)**2, weights=weights)
return (average, math.sqrt(variance))