scipy.stats.gstd

scipy.stats.gstd(a, axis=0, ddof=1)

Calculate the geometric standard deviation of an array

The geometric standard deviation describes the spread of a set of numbers where the geometric mean is preferred. It is a multiplicative factor, and so a dimensionless quantity.

It is defined as the exponent of the standard deviation of log(a). Mathematically the population geometric standard deviation can be evaluated as:

gstd = exp(std(log(a)))

New in version 1.3.0.

Parameters

aarray_like

An array like object containing the sample data.

axisint, tuple or None, optional

Axis along which to operate. Default is 0. If None, compute over the whole array a.

ddofint, optional

Degree of freedom correction in the calculation of the geometric standard deviation. Default is 1.

Returns

ndarray or float

An array of the geometric standard deviation. If axis is None or a is a 1d array a float is returned.

Notes

As the calculation requires the use of logarithms the geometric standard deviation only supports strictly positive values. Any non-positive or infinite values will raise a ValueError. The geometric standard deviation is sometimes confused with the exponent of the standard deviation, exp(std(a)). Instead the geometric standard deviation is exp(std(log(a))). The default value for ddof is different to the default value (0) used by other ddof containing functions, such as np.std and np.nanstd.

Examples

Find the geometric standard deviation of a log-normally distributed sample. Note that the standard deviation of the distribution is one, on a log scale this evaluates to approximately exp(1).

>>> from scipy.stats import gstd
>>> np.random.seed(123)
>>> sample = np.random.lognormal(mean=0, sigma=1, size=1000)
>>> gstd(sample)
2.7217860664589946

Compute the geometric standard deviation of a multidimensional array and of a given axis.

>>> a = np.arange(1, 25).reshape(2, 3, 4)
>>> gstd(a, axis=None)
2.2944076136018947
>>> gstd(a, axis=2)
array([[1.82424757, 1.22436866, 1.13183117],
       [1.09348306, 1.07244798, 1.05914985]])
>>> gstd(a, axis=(1,2))
array([2.12939215, 1.22120169])

The geometric standard deviation further handles masked arrays.

>>> a = np.arange(1, 25).reshape(2, 3, 4)
>>> ma = np.ma.masked_where(a > 16, a)
>>> ma
masked_array(
  data=[[[1, 2, 3, 4],
         [5, 6, 7, 8],
         [9, 10, 11, 12]],
        [[13, 14, 15, 16],
         [--, --, --, --],
         [--, --, --, --]]],
  mask=[[[False, False, False, False],
         [False, False, False, False],
         [False, False, False, False]],
        [[False, False, False, False],
         [ True,  True,  True,  True],
         [ True,  True,  True,  True]]],
  fill_value=999999)
>>> gstd(ma, axis=2)
masked_array(
  data=[[1.8242475707663655, 1.2243686572447428, 1.1318311657788478],
        [1.0934830582350938, --, --]],
  mask=[[False, False, False],
        [False,  True,  True]],
  fill_value=999999)