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 to ddof=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, where N is the number of elements. ddof must be less than N; if it isn’t, the result will be nan or inf, depending on N and the values in the array. By default ddof is zero for backwards compatibility, but it is recommended to use ddof=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 and nan_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

>>> 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  ])

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