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Minor code beautifications in statistics.py (gh-124866)
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04bfea2d26
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120729d862
@ -248,6 +248,7 @@ def geometric_mean(data):
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found_zero = True
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else:
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raise StatisticsError('No negative inputs allowed', x)
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total = fsum(map(log, count_positive(data)))
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if not n:
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@ -710,6 +711,7 @@ def correlation(x, y, /, *, method='linear'):
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start = (n - 1) / -2 # Center rankings around zero
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x = _rank(x, start=start)
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y = _rank(y, start=start)
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else:
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xbar = fsum(x) / n
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ybar = fsum(y) / n
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@ -1213,91 +1215,6 @@ def quantiles(data, *, n=4, method='exclusive'):
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## Normal Distribution #####################################################
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def _normal_dist_inv_cdf(p, mu, sigma):
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# There is no closed-form solution to the inverse CDF for the normal
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# distribution, so we use a rational approximation instead:
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# Wichura, M.J. (1988). "Algorithm AS241: The Percentage Points of the
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# Normal Distribution". Applied Statistics. Blackwell Publishing. 37
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# (3): 477–484. doi:10.2307/2347330. JSTOR 2347330.
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q = p - 0.5
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if fabs(q) <= 0.425:
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r = 0.180625 - q * q
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# Hash sum: 55.88319_28806_14901_4439
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num = (((((((2.50908_09287_30122_6727e+3 * r +
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3.34305_75583_58812_8105e+4) * r +
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6.72657_70927_00870_0853e+4) * r +
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4.59219_53931_54987_1457e+4) * r +
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1.37316_93765_50946_1125e+4) * r +
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1.97159_09503_06551_4427e+3) * r +
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1.33141_66789_17843_7745e+2) * r +
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3.38713_28727_96366_6080e+0) * q
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den = (((((((5.22649_52788_52854_5610e+3 * r +
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2.87290_85735_72194_2674e+4) * r +
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3.93078_95800_09271_0610e+4) * r +
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2.12137_94301_58659_5867e+4) * r +
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5.39419_60214_24751_1077e+3) * r +
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6.87187_00749_20579_0830e+2) * r +
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4.23133_30701_60091_1252e+1) * r +
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1.0)
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x = num / den
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return mu + (x * sigma)
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r = p if q <= 0.0 else 1.0 - p
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r = sqrt(-log(r))
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if r <= 5.0:
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r = r - 1.6
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# Hash sum: 49.33206_50330_16102_89036
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num = (((((((7.74545_01427_83414_07640e-4 * r +
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2.27238_44989_26918_45833e-2) * r +
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2.41780_72517_74506_11770e-1) * r +
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1.27045_82524_52368_38258e+0) * r +
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3.64784_83247_63204_60504e+0) * r +
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5.76949_72214_60691_40550e+0) * r +
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4.63033_78461_56545_29590e+0) * r +
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1.42343_71107_49683_57734e+0)
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den = (((((((1.05075_00716_44416_84324e-9 * r +
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5.47593_80849_95344_94600e-4) * r +
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1.51986_66563_61645_71966e-2) * r +
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1.48103_97642_74800_74590e-1) * r +
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6.89767_33498_51000_04550e-1) * r +
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1.67638_48301_83803_84940e+0) * r +
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2.05319_16266_37758_82187e+0) * r +
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1.0)
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else:
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r = r - 5.0
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# Hash sum: 47.52583_31754_92896_71629
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num = (((((((2.01033_43992_92288_13265e-7 * r +
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2.71155_55687_43487_57815e-5) * r +
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1.24266_09473_88078_43860e-3) * r +
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2.65321_89526_57612_30930e-2) * r +
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2.96560_57182_85048_91230e-1) * r +
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1.78482_65399_17291_33580e+0) * r +
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5.46378_49111_64114_36990e+0) * r +
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6.65790_46435_01103_77720e+0)
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den = (((((((2.04426_31033_89939_78564e-15 * r +
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1.42151_17583_16445_88870e-7) * r +
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1.84631_83175_10054_68180e-5) * r +
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7.86869_13114_56132_59100e-4) * r +
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1.48753_61290_85061_48525e-2) * r +
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1.36929_88092_27358_05310e-1) * r +
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5.99832_20655_58879_37690e-1) * r +
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1.0)
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x = num / den
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if q < 0.0:
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x = -x
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return mu + (x * sigma)
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# If available, use C implementation
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try:
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from _statistics import _normal_dist_inv_cdf
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except ImportError:
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pass
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class NormalDist:
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"Normal distribution of a random variable"
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# https://en.wikipedia.org/wiki/Normal_distribution
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@ -1561,11 +1478,13 @@ def _sum(data):
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types_add = types.add
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partials = {}
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partials_get = partials.get
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for typ, values in groupby(data, type):
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types_add(typ)
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for n, d in map(_exact_ratio, values):
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count += 1
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partials[d] = partials_get(d, 0) + n
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if None in partials:
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# The sum will be a NAN or INF. We can ignore all the finite
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# partials, and just look at this special one.
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@ -1574,6 +1493,7 @@ def _sum(data):
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else:
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# Sum all the partial sums using builtin sum.
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total = sum(Fraction(n, d) for d, n in partials.items())
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T = reduce(_coerce, types, int) # or raise TypeError
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return (T, total, count)
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@ -1596,6 +1516,7 @@ def _ss(data, c=None):
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types_add = types.add
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sx_partials = defaultdict(int)
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sxx_partials = defaultdict(int)
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for typ, values in groupby(data, type):
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types_add(typ)
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for n, d in map(_exact_ratio, values):
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@ -1605,11 +1526,13 @@ def _ss(data, c=None):
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if not count:
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ssd = c = Fraction(0)
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elif None in sx_partials:
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# The sum will be a NAN or INF. We can ignore all the finite
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# partials, and just look at this special one.
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ssd = c = sx_partials[None]
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assert not _isfinite(ssd)
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else:
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sx = sum(Fraction(n, d) for d, n in sx_partials.items())
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sxx = sum(Fraction(n, d*d) for d, n in sxx_partials.items())
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@ -1693,8 +1616,10 @@ def _convert(value, T):
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# This covers the cases where T is Fraction, or where value is
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# a NAN or INF (Decimal or float).
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return value
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if issubclass(T, int) and value.denominator != 1:
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T = float
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try:
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# FIXME: what do we do if this overflows?
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return T(value)
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@ -1857,3 +1782,88 @@ def _sqrtprod(x: float, y: float) -> float:
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# https://www.wolframalpha.com/input/?i=Maclaurin+series+sqrt%28h**2+%2B+x%29+at+x%3D0
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d = sumprod((x, h), (y, -h))
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return h + d / (2.0 * h)
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def _normal_dist_inv_cdf(p, mu, sigma):
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# There is no closed-form solution to the inverse CDF for the normal
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# distribution, so we use a rational approximation instead:
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# Wichura, M.J. (1988). "Algorithm AS241: The Percentage Points of the
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# Normal Distribution". Applied Statistics. Blackwell Publishing. 37
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# (3): 477–484. doi:10.2307/2347330. JSTOR 2347330.
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q = p - 0.5
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if fabs(q) <= 0.425:
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r = 0.180625 - q * q
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# Hash sum: 55.88319_28806_14901_4439
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num = (((((((2.50908_09287_30122_6727e+3 * r +
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3.34305_75583_58812_8105e+4) * r +
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6.72657_70927_00870_0853e+4) * r +
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4.59219_53931_54987_1457e+4) * r +
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1.37316_93765_50946_1125e+4) * r +
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1.97159_09503_06551_4427e+3) * r +
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1.33141_66789_17843_7745e+2) * r +
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3.38713_28727_96366_6080e+0) * q
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den = (((((((5.22649_52788_52854_5610e+3 * r +
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2.87290_85735_72194_2674e+4) * r +
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3.93078_95800_09271_0610e+4) * r +
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2.12137_94301_58659_5867e+4) * r +
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5.39419_60214_24751_1077e+3) * r +
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6.87187_00749_20579_0830e+2) * r +
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4.23133_30701_60091_1252e+1) * r +
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1.0)
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x = num / den
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return mu + (x * sigma)
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r = p if q <= 0.0 else 1.0 - p
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r = sqrt(-log(r))
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if r <= 5.0:
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r = r - 1.6
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# Hash sum: 49.33206_50330_16102_89036
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num = (((((((7.74545_01427_83414_07640e-4 * r +
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2.27238_44989_26918_45833e-2) * r +
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2.41780_72517_74506_11770e-1) * r +
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1.27045_82524_52368_38258e+0) * r +
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3.64784_83247_63204_60504e+0) * r +
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5.76949_72214_60691_40550e+0) * r +
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4.63033_78461_56545_29590e+0) * r +
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1.42343_71107_49683_57734e+0)
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den = (((((((1.05075_00716_44416_84324e-9 * r +
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5.47593_80849_95344_94600e-4) * r +
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1.51986_66563_61645_71966e-2) * r +
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1.48103_97642_74800_74590e-1) * r +
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6.89767_33498_51000_04550e-1) * r +
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1.67638_48301_83803_84940e+0) * r +
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2.05319_16266_37758_82187e+0) * r +
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1.0)
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else:
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r = r - 5.0
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# Hash sum: 47.52583_31754_92896_71629
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num = (((((((2.01033_43992_92288_13265e-7 * r +
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2.71155_55687_43487_57815e-5) * r +
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1.24266_09473_88078_43860e-3) * r +
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2.65321_89526_57612_30930e-2) * r +
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2.96560_57182_85048_91230e-1) * r +
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1.78482_65399_17291_33580e+0) * r +
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5.46378_49111_64114_36990e+0) * r +
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6.65790_46435_01103_77720e+0)
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den = (((((((2.04426_31033_89939_78564e-15 * r +
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1.42151_17583_16445_88870e-7) * r +
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1.84631_83175_10054_68180e-5) * r +
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7.86869_13114_56132_59100e-4) * r +
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1.48753_61290_85061_48525e-2) * r +
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1.36929_88092_27358_05310e-1) * r +
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5.99832_20655_58879_37690e-1) * r +
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1.0)
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x = num / den
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if q < 0.0:
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x = -x
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return mu + (x * sigma)
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# If available, use C implementation
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try:
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from _statistics import _normal_dist_inv_cdf
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except ImportError:
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pass
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