numpy.average()
has a weights option, but numpy.std()
does not. Does anyone have suggestions for a workaround?
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Answer
How about the following short “manual calculation”?
def weighted_avg_and_std(values, weights): """ Return the weighted average and standard deviation. values, weights -- Numpy ndarrays with the same shape. """ average = numpy.average(values, weights=weights) # Fast and numerically precise: variance = numpy.average((values-average)**2, weights=weights) return (average, math.sqrt(variance))