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README.md
percentile.py
percentile_example.ipynb
percentile_example.png
percentile_single_formula.py

README.md

The percentile function computes the requested percentiles of a given distribution, with any of the 9 common methods described by Hyndman & Fan (1996).

Complements the numpy.percentile function, which only contains method 7.

The percentile_single_formula employs the same formula for all the methods. This is less efficient for continuous methods (4-9), and was included for educational purposes.

MIT License

example