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bpo-44151: linear_regression() minor API improvements (GH-26199)
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@ -76,7 +76,7 @@ These functions calculate statistics regarding relations between two inputs.
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========================= =====================================================
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:func:`covariance` Sample covariance for two variables.
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:func:`correlation` Pearson's correlation coefficient for two variables.
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:func:`linear_regression` Intercept and slope for simple linear regression.
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:func:`linear_regression` Slope and intercept for simple linear regression.
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========================= =====================================================
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@ -643,24 +643,25 @@ However, for reading convenience, most of the examples show sorted sequences.
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.. versionadded:: 3.10
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.. function:: linear_regression(regressor, dependent_variable)
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.. function:: linear_regression(independent_variable, dependent_variable)
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Return the intercept and slope of `simple linear regression
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Return the slope and intercept of `simple linear regression
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<https://en.wikipedia.org/wiki/Simple_linear_regression>`_
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parameters estimated using ordinary least squares. Simple linear
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regression describes the relationship between *regressor* and
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*dependent variable* in terms of this linear function:
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regression describes the relationship between an independent variable *x* and
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a dependent variable *y* in terms of this linear function:
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*dependent_variable = intercept + slope \* regressor + noise*
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*y = intercept + slope \* x + noise*
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where ``intercept`` and ``slope`` are the regression parameters that are
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where ``slope`` and ``intercept`` are the regression parameters that are
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estimated, and noise represents the
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variability of the data that was not explained by the linear regression
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(it is equal to the difference between predicted and actual values
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of dependent variable).
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Both inputs must be of the same length (no less than two), and regressor
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needs not to be constant; otherwise :exc:`StatisticsError` is raised.
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Both inputs must be of the same length (no less than two), and
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the independent variable *x* needs not to be constant;
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otherwise :exc:`StatisticsError` is raised.
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For example, we can use the `release dates of the Monty
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Python films <https://en.wikipedia.org/wiki/Monty_Python#Films>`_, and used
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@ -672,7 +673,7 @@ However, for reading convenience, most of the examples show sorted sequences.
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>>> year = [1971, 1975, 1979, 1982, 1983]
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>>> films_total = [1, 2, 3, 4, 5]
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>>> intercept, slope = linear_regression(year, films_total)
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>>> slope, intercept = linear_regression(year, films_total)
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>>> round(intercept + slope * 2019)
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16
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@ -94,7 +94,7 @@ for two inputs:
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>>> correlation(x, y) #doctest: +ELLIPSIS
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0.31622776601...
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>>> linear_regression(x, y) #doctest:
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LinearRegression(intercept=1.5, slope=0.1)
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LinearRegression(slope=0.1, intercept=1.5)
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Exceptions
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@ -932,18 +932,18 @@ def correlation(x, y, /):
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raise StatisticsError('at least one of the inputs is constant')
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LinearRegression = namedtuple('LinearRegression', ['intercept', 'slope'])
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LinearRegression = namedtuple('LinearRegression', ('slope', 'intercept'))
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def linear_regression(regressor, dependent_variable, /):
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def linear_regression(x, y, /):
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"""Intercept and slope for simple linear regression
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Return the intercept and slope of simple linear regression
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parameters estimated using ordinary least squares. Simple linear
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regression describes relationship between *regressor* and
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*dependent variable* in terms of linear function:
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regression describes relationship between *x* and
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*y* in terms of linear function:
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dependent_variable = intercept + slope * regressor + noise
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y = intercept + slope * x + noise
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where *intercept* and *slope* are the regression parameters that are
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estimated, and noise represents the variability of the data that was
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@ -953,19 +953,18 @@ def linear_regression(regressor, dependent_variable, /):
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The parameters are returned as a named tuple.
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>>> regressor = [1, 2, 3, 4, 5]
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>>> x = [1, 2, 3, 4, 5]
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>>> noise = NormalDist().samples(5, seed=42)
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>>> dependent_variable = [2 + 3 * regressor[i] + noise[i] for i in range(5)]
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>>> linear_regression(regressor, dependent_variable) #doctest: +ELLIPSIS
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LinearRegression(intercept=1.75684970486..., slope=3.09078914170...)
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>>> y = [2 + 3 * x[i] + noise[i] for i in range(5)]
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>>> linear_regression(x, y) #doctest: +ELLIPSIS
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LinearRegression(slope=3.09078914170..., intercept=1.75684970486...)
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"""
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n = len(regressor)
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if len(dependent_variable) != n:
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n = len(x)
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if len(y) != n:
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raise StatisticsError('linear regression requires that both inputs have same number of data points')
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if n < 2:
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raise StatisticsError('linear regression requires at least two data points')
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x, y = regressor, dependent_variable
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xbar = fsum(x) / n
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ybar = fsum(y) / n
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sxy = fsum((xi - xbar) * (yi - ybar) for xi, yi in zip(x, y))
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@ -973,9 +972,9 @@ def linear_regression(regressor, dependent_variable, /):
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try:
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slope = sxy / s2x # equivalent to: covariance(x, y) / variance(x)
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except ZeroDivisionError:
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raise StatisticsError('regressor is constant')
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raise StatisticsError('x is constant')
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intercept = ybar - slope * xbar
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return LinearRegression(intercept=intercept, slope=slope)
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return LinearRegression(slope=slope, intercept=intercept)
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## Normal Distribution #####################################################
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@ -2501,7 +2501,7 @@ class TestLinearRegression(unittest.TestCase):
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([1, 2, 3], [21, 22, 23], 20, 1),
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([1, 2, 3], [5.1, 5.2, 5.3], 5, 0.1),
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]:
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intercept, slope = statistics.linear_regression(x, y)
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slope, intercept = statistics.linear_regression(x, y)
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self.assertAlmostEqual(intercept, true_intercept)
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self.assertAlmostEqual(slope, true_slope)
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