biweight_midvariance¶

astropy.stats.
biweight_midvariance
(data, c=9.0, M=None, axis=None, modify_sample_size=False)[source] [edit on github]¶ Compute the biweight midvariance.
The biweight midvariance is a robust statistic for determining the variance of a distribution. Its square root is a robust estimator of scale (i.e. standard deviation). It is given by:
\[\zeta_{bivar} = n \ \frac{\Sigma_{u_i < 1} \ (x_i  M)^2 (1  u_i^2)^4} {(\Sigma_{u_i < 1} \ (1  u_i^2) (1  5u_i^2))^2}\]where \(x\) is the input data, \(M\) is the sample median (or the input location) and \(u_i\) is given by:
\[u_{i} = \frac{(x_i  M)}{c * MAD}\]where \(c\) is the tuning constant and \(MAD\) is the median absolute deviation. The biweight midvariance tuning constant
c
is typically 9.0 (the default).For the standard definition of biweight midvariance, \(n\) is the total number of points in the array (or along the input
axis
, if specified). That definition is used ifmodify_sample_size
isFalse
, which is the default.However, if
modify_sample_size = True
, then \(n\) is the number of points for which \(u_i < 1\) (i.e. the total number of nonrejected values), i.e.\[n = \Sigma_{u_i < 1} \ 1\]which results in a value closer to the true variance for small sample sizes or for a large number of rejected values.
Parameters: dat : arraylike
Input array or object that can be converted to an array.
c : float, optional
Tuning constant for the biweight estimator (default = 9.0).
M : float or arraylike, optional
The location estimate. If
M
is a scalar value, then its value will be used for the entire array (or along eachaxis
, if specified). IfM
is an array, then its must be an array containing the location estimate along eachaxis
of the input array. IfNone
(default), then the median of the input array will be used (or along eachaxis
, if specified).axis : int, optional
The axis along which the biweight midvariances are computed. If
None
(default), then the biweight midvariance of the flattened input array will be computed.modify_sample_size : bool, optional
If
False
(default), then the sample size used is the total number of elements in the array (or along the inputaxis
, if specified), which follows the standard definition of biweight midvariance. IfTrue
, then the sample size is reduced to correct for any rejected values (i.e. the sample size used includes only the nonrejected values), which results in a value closer to the true variance for small sample sizes or for a large number of rejected values.Returns: biweight_midvariance : float or
ndarray
See also
biweight_midcovariance
,biweight_midcorrelation
,astropy.stats.mad_std
,astropy.stats.median_absolute_deviation
References
[R61] https://en.wikipedia.org/wiki/Robust_measures_of_scale#The_biweight_midvariance [R62] Beers, Flynn, and Gebhardt (1990; AJ 100, 32) (http://adsabs.harvard.edu/abs/1990AJ….100…32B) Examples
Generate random variates from a Gaussian distribution and return the biweight midvariance of the distribution:
>>> import numpy as np >>> from astropy.stats import biweight_midvariance >>> rand = np.random.RandomState(12345) >>> bivar = biweight_midvariance(rand.randn(1000)) >>> print(bivar) 0.97362869104