[Numpy-discussion] quantile() or percentile()

[Chun-Wei Yuan]

Just to provide some context, 9213 actually spawned off of this guy:

https://github.com/numpy/numpy/pull/9211

which might address the weighted inputs issue Joe brought up.

C

On Fri, Jul 21, 2017 at 2:21 PM, Joseph Fox-Rabinovitz <
jfoxrabinovitz at gmail.com> wrote:

> I think that there would be a very good reason to have a separate function
> if we were to introduce weights to the inputs, similarly to the way that we
> have mean and average. This would have some (positive) repercussions like
> making weighted histograms with the Freedman-Diaconis binwidth estimator a
> possibility. I have had this change on the back-burner for a long time,
> mainly because I was too lazy to figure out how to include it in the C
> code. However, I will take a closer look.
>
> Regards,
>
>     -Joe
>
>
>
> On Fri, Jul 21, 2017 at 5:11 PM, Chun-Wei Yuan <chunwei.yuan at gmail.com>
> wrote:
>
>> There's an ongoing effort to introduce quantile() into numpy.  You'd use
>> it just like percentile(), but would input your q value in probability
>> space (0.5 for 50%):
>>
>> https://github.com/numpy/numpy/pull/9213
>>
>> Since there's a great deal of overlap between these two functions, we'd
>> like to solicit opinions on how to move forward on this.
>>
>> The current thinking is to tolerate the redundancy and keep both, using
>> one as the engine for the other.  I'm partial to having quantile because
>> 1.) I prefer probability space, and 2.) I have a PR waiting on quantile().
>>
>> Best,
>>
>> C
>>
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>>
>
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