Weighted quantiles #2707
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Weighted quantiles #2707
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| 2d, returns a pandas DataFrame indexed by the probability | ||
| points, with each column containing the quantiles for the | ||
| corresponding column of the data. | ||
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I think we need to mention that it uses simple averaging between points, i.e. midpoint.
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This seems to have been forgotten. @kshedden can you rebase? |
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I didn't realize it is already rebased, and just a few merges behind master. (I only looked at the commit date) so merging |
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I added weighted quantiles to the
DescrStatsWclass. The calculation is straightforward, right out of the SAS docs:https://support.sas.com/documentation/cdl/en/procstat/63104/HTML/default/viewer.htm#procstat_univariate_sect028.htm
I couldn't find a good way to integrate tests into the existing test code, so I started an independent testing mixin class. This provides some additional test coverage for other statistics (mean, var, sum, sem, etc).