[Numpy-discussion] Vectorized percentile function in Numpy (PR #2970)

[Jonathan Helmus]

     Back in December it was pointed out on the scipy-user list[1] that 
numpy has a percentile function which has similar functionality to 
scipy's stats.scoreatpercentile.  I've been trying to harmonize these 
two functions into a single version which has the features of both.
     Scipy PR 374[2] introduced a version which look the parameters from 
both the scipy and numpy percentile function and was accepted into Scipy 
with the plan that it would be depreciated when a similar function was 
introduced into Numpy.  Then I moved to enhancing the Numpy version with 
Pull Request 2970 [3].  With some input from Sebastian Berg the 
percentile function was rewritten with further vectorization, but 
neither of us felt fully comfortable with the final product.  Can 
someone look at implementation in the PR and suggest what should be done 
from here?

  Cheers,

     - Jonathan Helmus


[1] http://thread.gmane.org/gmane.comp.python.scientific.user/33331
[2] https://github.com/scipy/scipy/pull/374
[3] https://github.com/numpy/numpy/pull/2970