documentation for ^{}(在More About=>;算法部分下)给出了所使用的精确算法。下面是一些python代码,它对平面数组的单个分位数执行此操作,使用bottleneck进行部分排序:import numpy as np
import botteleneck as bn
def quantile(a, prob):
"""
Estimates the prob'th quantile of the values in a data array.
Uses the algorithm of matlab's quantile(), namely:
- Remove any nan values
- Take the sorted data as the (.5/n), (1.5/n), ..., (1-.5/n) quantiles.
- Use linear interpolation for values between (.5/n) and (1 - .5/n).
- Use the minimum or maximum for quantiles outside that range.
See also: scipy.stats.mstats.mquantiles
"""
a = np.asanyarray(a)
a = a[np.logical_not(np.isnan(a))].ravel()
n = a.size
if prob >= 1 - .5/n:
return a.max()
elif prob <= .5 / n:
return a.min()