SciPy

scipy.stats.mstats.hdquantiles_sd

scipy.stats.mstats.hdquantiles_sd(data, prob=[0.25, 0.5, 0.75], axis=None)[source]

The standard error of the Harrell-Davis quantile estimates by jackknife.

Parameters:

data : array_like

Data array.

prob : sequence, optional

Sequence of quantiles to compute.

axis : int, optional

Axis along which to compute the quantiles. If None, use a flattened array.

Returns:

hdquantiles_sd : MaskedArray

Standard error of the Harrell-Davis quantile estimates.