Python runstats Module

Python runstats Module

Python runstats Module: Collect running statistics and regression in a single pass of data.

Features and benefits:

  • Statistics summary computes arithmetic mean, variance, standard deviation, skewness, and kurtosis.
  • Regression summary computes slope, intercept, and correlation.
  • Based on the Knuth and Welford method for computing standard deviation in one pass as described in the Art of Computer Programming, Vol 2, p. 232, 3rd edition.
  • Numerically stable and accurate.
  • Supports combining summary objects with + and += operators.
  • Requires only one pass of the discrete data points. Alternatively, can efficiently provide running statistics and regression.
  • Install Python runstats from PyPI
  • Fork Python runstats on Github
  • Read the Docs for Python runstats

Python runstats Examples

Statistics

import random
 
from runstats import Statistics
 
stats = Statistics()
 
# Add values to statistics summary.
 
for num in range(1000):
stats.push(random.random())
 
# Copy statistics summary.
 
more_stats = stats.copy()
 
for num in range(1000):
more_stats.push(random.random())
 
# Combine summaries.
 
stats += more_stats
 
# Display statistics.
 
print 'Count:', len(stats)
print 'Mean:', stats.mean()
print 'Variance:', stats.variance()
print 'Standard Deviation:', stats.stddev()
print 'Skewness:', stats.skewness()
print 'Kurtosis:', stats.kurtosis()

Simple Linear Regression

import random
 
from runstats import Regression
 
def linear_noisy_func(x_coord):
"""Linear function with some noise."""
alpha, beta = 12, 42
noise = (20 * (random.random() - 0.5))
return alpha * x_coord + beta + 
 
regr = Regression()
 
# Add values to simple linear regression.
 
for num in range(1000):
regr.push(num, linear_noisy_func(num))
 
# Copy regression summary.
 
regr_copy = regr.copy()
 
regr_more = Regression()
 
for num in range(1000, 2000):
regr_more.push(num, linear_noisy_func(num))
 
# Combine summaries.
 
regr = regr_copy + regr_more
 
# Display regression values.
 
print 'Count:', len(regr)
print 'Slope:', regr.slope()
print 'Intercept:', regr.intercept()
print 'Correlation:', regr.correlation()

Installation

Available for install from PyPI:

pip install runstats

Credits

Based entirely on the C++ versions by John Cook:

License

Copyright 2015 Grant Jenks
 
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
 
http://www.apache.org/licenses/LICENSE-2.0
 
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.