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1. Add estimators for haromins, geometic. power, Lehmer means and th…
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…eir weighted analogues
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@VanyaBelyaev
VanyaBelyaev committed Jul 16, 2024
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2 changes: 2 additions & 0 deletions ReleaseNotes/release_notes.md
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## New features

1. Add estimators for haromins, geometic. power, Lehmer means and their weighted analogues

## Backward incompatible

## Bug fixes
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202 changes: 197 additions & 5 deletions ostap/stats/statvars.py
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Expand Up @@ -9,6 +9,7 @@
"""Functions to collect statistics for trees and datasets
- data_get_moment - calculate the moment
- data_moment - get the moment (with uncertainty)
- data_get_stat - get the momentt-based statistics
- data_the_moment - get the (central) moment
- data_central_moment - get the central moment (with uncertainty)
- data_mean - get the mean (with uncertainty)
Expand All @@ -25,6 +26,10 @@
- data_quartiles - get three quartiles
- data_quintiles - get four quintiles
- data_deciles - get nine deciles
- data_harmonic_mean - get the (weighted) harmonic mean
- data_geometric_mean - get the geometric mean
- data_power_mean - get the power mean
- data_lehmer_mean - get Lehmer mean
"""
# =============================================================================
__version__ = "$Revision$"
Expand All @@ -34,6 +39,7 @@
'data_get_moment' , ## calculate the moment
'data_moment' , ## get the moment (with uncertainty)
'data_the_moment' , ## get the cental moment
'data_get_stat' , ## get the momentt-based statistics
'data_central_moment' , ## get the central moment (with uncertainty)
'data_mean' , ## get the mean (with uncertainty)
'data_variance' , ## get the variance (with uncertainty)
Expand All @@ -49,6 +55,10 @@
'data_quartiles' , ## get three quartiles
'data_quintiles' , ## get four quintiles
'data_deciles' , ## get nine deciles
'data_harmonic_mean' , ## get the (weighted) harmonic mean
'data_geometric_mean' , ## get the geometric mean
'data_power_mean' , ## get the power mean
'data_lehmer_mean' , ## get Lehmer mean
'data_decorate' , ## technical function to decorate the class
)
# =============================================================================
Expand All @@ -68,6 +78,7 @@
## @var QEXACT
# use it as threshold for exact/slow vs approximate/fast quantile calcualtion
QEXACT = 10000

# =============================================================================
## get the moment of order 'order' relative to 'center'
# @code
Expand Down Expand Up @@ -112,8 +123,6 @@ def data_moment ( data , order , expression , cuts = '' , *args ) :
order ,
expression ,
cuts , *args )



# =============================================================================
## get the central moment (with uncertainty) of order 'order'
Expand Down Expand Up @@ -143,6 +152,177 @@ def data_central_moment ( data , order , expression , cuts = '' , *args ) :
expression ,
cuts , *args )


# =============================================================================
## Get the (w)moments-base statsitocs from data
# @code
# statobj = Ostap.Math.MinValue()
# data = ...
# result = data.get_moment ( statobj , 'x+y' , 'pt>1' )
# @encode
# @see Ostap::Math::Moment
# @see Ostap::Math::WMoment
# @see Ostap::statVar::the_moment
def data_get_stat ( data , statobj , expression , cuts = '' , *args ) :
"""Get the (w)moments -based statistics
>>> data = ...
>>> stat = Ostap.Math.MinValue()
>>> result = data.get_thestat ( stat , 'x/y+z' , '0<qq' )
- see Ostap.Math.Moment
- see Ostap.Math.WMoment
"""
assert isinstance ( statobj , ( Ostap.Math.Moment , Ostap.Math.WMoment ) ) ,\
'get_object: invalid satobj type!'

if ( not cuts ) and isinstance ( data , Tree ) and isinstance ( statobj , Ostap.Math.Moment ) :
with rootException() :
sc = StatVar.the_moment ( data , statobj , expression , *args )
assert sc.isSuccess() , 'Error %s from StatVar::the_moment' % sc
return statobj

with rootException() :
sc = StatVar.the_moment ( data , statobj , expression , cuts , *args )
assert sc.isSuccess() , 'Error %s from StatVar::the_moment' % sc
return statobj

# =============================================================================
## Get harmonic mean over the data
# @code
# data = ...
# result = data_harmonic_mean ( data , 'pt' , 'eta>0' )
# @endcode
# @see Ostap::Math::Moment
# @see Ostap::Math::WMoment
# @see Ostap::Math::HarmonicMean
# @see Ostap::Math::WHarmonicMean
# @see Ostap::statVar::the_moment
def data_harmonic_mean ( data , expression , cuts = '' , *args ) :
""" Get harmonic mean over the data
>>> data = ...
>>> result = data_harmonic_mean ( data , 'pt' , 'eta>0' )
- see `Ostap.Math::Moment`
- see `Ostap.Math::WMoment`
- see `Ostap.Math::HarmonicMean`
- see `Ostap.Math::WHarmonicMean`
- see `Ostap.statVar.the_moment`
"""

if ( not cuts ) and isinstance ( data , Tree ) :
statobj = Ostap.Math.HarmonicMean()
return data_get_stat ( data , statobj , expression , '' , *args )

statobj = Ostap.Math.WHarmonicMean()
return data_get_stat ( data , statobj , expression , cuts , *args )

# =============================================================================
## Get geometric mean over the data
# @code
# data = ...
# result = data_geometric_mean ( data , 'pt' , 'eta>0' )
# @endcode
# @see Ostap::Math::Moment
# @see Ostap::Math::GeometricMean
# @see Ostap::Math::WMoment
# @see Ostap::Math::WGeometricMean
# @see Ostap::statVar::the_moment
def data_geometric_mean ( data , expression , cuts = '' , *args ) :
""" Get geometric mean over the data
>>> data = ...
>>> result = data_geometric_mean ( data , 'pt' , 'eta>0' )
- see `Ostap.Math::Moment`
- see `Ostap.Math::HarmonicMean`
- see `Ostap.statVar.the_moment`
"""

if ( not cuts ) and isinstance ( data , Tree ) :
statobj = Ostap.Math.GeometricMean()
return data_get_stat ( data , statobj , expression , '' , *args )

statobj = Ostap.Math.WGeometricMean()
return data_get_stat ( data , statobj , expression , cuts , *args )

# =============================================================================
## Get power mean over the data
# @code
# data = ...
# result = data_power_mean ( data , 5 , 'pt' , 'eta>0' )
# @endcode
# @see Ostap::Math::Moment
# @see Ostap::Math::WMoment
# @see Ostap::Math::PowerMean
# @see Ostap::Math::WPowerMean
# @see Ostap::statVar::the_moment
def data_power_mean ( data , p , expression , cuts = '' , *args ) :
""" Get power mean over the data
>>> data = ...
>>> result = data_power_mean ( data , 5 , 'pt' , 'eta>0' )
- see `Ostap.Math::Moment`
- see `Ostap.Math::WMoment`
- see `Ostap.Math::PowerMean`
- see `Ostap.Math::WPowerMean`
- see `Ostap.statVar.the_moment`
"""
from ostap.core.ostap_types import num_types
from ostap.math.base import isequal, iszero

assert isinstance ( p , num_types ) , 'Invalid p-parameter!'

if ( not cuts ) and isinstance ( data , Tree ) :
if p == -1 or isequal ( p , -1. ) : statobj = Ostap.Math.HarmonicMean ( )
elif p == 0 or iszero ( p ) : statobj = Ostap.Math.GeometricMean ( )
elif p == 1 or isequa ( p , 1. ) : statobj = Ostap.Math.ArithmeticMean ( 0 )
else : statobj = Ostap.Math.PowerMean ( p )
return data_get_stat ( data , statobj , expression , '' , *args )

if p == -1 or isequal ( p , -1. ) : statobj = Ostap.Math.WHarmonicMean ( )
elif p == 0 or iszero ( p ) : statobj = Ostap.Math.WGeometricMean ( )
elif p == 1 or isequa ( p , 1. ) : statobj = Ostap.Math.WArithmeticMean ( )
else : statobj = Ostap.Math.WPowerMean ( p )

return data_get_stat ( data , statobj , expression , cuts , *args )

# =============================================================================
## Get Lehmer mean over the data
# @code
# data = ...
# result = data_lehmer_mean ( data , 5 , 'pt' , 'eta>0' )
# @endcode
# @see Ostap::Math::Moment
# @see Ostap::Math::WMoment
# @see Ostap::Math::LehmerMean
# @see Ostap::Math::WLehmerMean
# @see Ostap::statVar::the_moment
def data_lehmer_mean ( data , p , expression , cuts = '' , *args ) :
""" Get Lehmer mean over the data
>>> data = ...
>>> result = data_lehmer_mean ( data , 5 , 'pt' , 'eta>0' )
- see `Ostap.Math::Moment`
- see `Ostap.Math::WMoment`
- see `Ostap.Math::LehmerMean`
- see `Ostap.Math::WLehmerMean`
- see `Ostap.statVar.the_moment`
"""
from ostap.core.ostap_types import num_types
from ostap.math.base import isequal, iszero

assert isinstance ( p , num_types ) , 'Invalid p-parameter!'

if ( not cuts ) and isinstance ( data , Tree ) :

if p == 0 or iszero ( p ) : statobj = Ostap.Math.HarmonicMean ( )
elif 2 * p == 1 or isequal ( p , 0.5 ) : statobj = Ostap.Math.GeometricMean ( )
elif p == 1 or isequal ( p , 1.0 ) : statobj = Ostap.Math.ArithmeticMean ( )
else : statobj = Ostap.Math.LehmerMean ( p )

return data_get_stat ( data , statobj , expression , '' , *args )

if p == 0 or iszero ( p ) : statobj = Ostap.Math.WHarmonicMean ( )
elif 2 * p == 1 or isequal ( p , 0.5 ) : statobj = Ostap.Math.WGeometricMean ( )
elif p == 1 or isequal ( p , 1.0 ) : statobj = Ostap.Math.WArithmeticMean ( )
else : statobj = Ostap.Math.WLehmerMean ( p )

return data_get_stat ( data , statobj , expression , cuts , *args )

# =============================================================================
## Get the moments or order <code>order</code> as <code>Ostap::Math::(W)Moment_<order></code>
# @code
Expand All @@ -164,16 +344,17 @@ def data_the_moment ( data , order , expression , cuts = '' , *args ) :
M = Ostap.Math. Moment_(order)
moment = M ()
with rootException() :
sc = StatVar.the_moment ( data , moment , *args )
sc = StatVar.the_moment ( data , moment , expression , *args )
assert sc.isSuccess() , 'Error %s from StatVar::the_moment' % sc
return moment

M = Ostap.Math.WMoment_(order)
moment = M ()
with rootException() :
sc = StatVar.the_moment ( data , moment , cuts , *args )
sc = StatVar.the_moment ( data , moment , expression , cuts , *args )
assert sc.isSuccess() , 'Error %s from StatVar::the_moment' % sc
return moment


# =============================================================================
## get the skewness (with uncertainty)
Expand Down Expand Up @@ -561,6 +742,12 @@ def data_decorate ( klass ) :
klass.quintiles = data_quintiles
klass.deciles = data_deciles

klass.get_stats = data_get_stat
klass.harmonic_mean = data_harmonic_mean
klass.geometric_mean = data_geometric_mean
klass.power_mean = data_power_mean
klass.lehmer_mean = data_lehmer_mean

return ( klass.get_moment ,
klass.moment ,
klass.central_moment ,
Expand All @@ -577,7 +764,12 @@ def data_decorate ( klass ) :
klass.terciles ,
klass.quartiles ,
klass.quintiles ,
klass.deciles )
klass.deciles ,
klass.get_stats ,
klass.harmonic_mean ,
klass.geometric_mean ,
klass.power_mean ,
klass.lehmer_mean )

# =============================================================================

Expand Down
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