scipy.stats.variation#
- scipy.stats.variation(a, axis=0, nan_policy='propagate', ddof=0, *, keepdims=False)[source]#
Compute the coefficient of variation.
The coefficient of variation is the standard deviation divided by the mean. This function is equivalent to:
np.std(x, axis=axis, ddof=ddof) / np.mean(x)
The default for
ddof
is 0, but many definitions of the coefficient of variation use the square root of the unbiased sample variance for the sample standard deviation, which corresponds toddof=1
.The function does not take the absolute value of the mean of the data, so the return value is negative if the mean is negative.
- Parameters:
- aarray_like
Input array.
- axisint or None, optional
Axis along which to calculate the coefficient of variation. Default is 0. If None, compute over the whole array a.
- nan_policy{‘propagate’, ‘raise’, ‘omit’}, optional
Defines how to handle when input contains
nan
. The following options are available:‘propagate’: return
nan
‘raise’: raise an exception
‘omit’: perform the calculation with
nan
values omitted
The default is ‘propagate’.
- ddofint, optional
Gives the “Delta Degrees Of Freedom” used when computing the standard deviation. The divisor used in the calculation of the standard deviation is
N - ddof
, whereN
is the number of elements. ddof must be less thanN
; if it isn’t, the result will benan
orinf
, depending onN
and the values in the array. By default ddof is zero for backwards compatibility, but it is recommended to useddof=1
to ensure that the sample standard deviation is computed as the square root of the unbiased sample variance.- keepdimsbool, optional
If this is set to True, the axes which are reduced are left in the result as dimensions with size one. With this option, the result will broadcast correctly against the input array.
- Returns:
- variationndarray
The calculated variation along the requested axis.
Notes
There are several edge cases that are handled without generating a warning:
If both the mean and the standard deviation are zero,
nan
is returned.If the mean is zero and the standard deviation is nonzero,
inf
is returned.If the input has length zero (either because the array has zero length, or all the input values are
nan
andnan_policy
is'omit'
),nan
is returned.If the input contains
inf
,nan
is returned.
References
[1]Zwillinger, D. and Kokoska, S. (2000). CRC Standard Probability and Statistics Tables and Formulae. Chapman & Hall: New York. 2000.
Examples
>>> import numpy as np >>> from scipy.stats import variation >>> variation([1, 2, 3, 4, 5], ddof=1) 0.5270462766947299
Compute the variation along a given dimension of an array that contains a few
nan
values:>>> x = np.array([[ 10.0, np.nan, 11.0, 19.0, 23.0, 29.0, 98.0], ... [ 29.0, 30.0, 32.0, 33.0, 35.0, 56.0, 57.0], ... [np.nan, np.nan, 12.0, 13.0, 16.0, 16.0, 17.0]]) >>> variation(x, axis=1, ddof=1, nan_policy='omit') array([1.05109361, 0.31428986, 0.146483 ])