scipy.stats.mstats.hdquantiles#
- scipy.stats.mstats.hdquantiles(data, prob=[0.25, 0.5, 0.75], axis=None, var=False)[source]#
Computes quantile estimates with the Harrell-Davis method.
The quantile estimates are calculated as a weighted linear combination of order statistics.
- Parameters
- dataarray_like
Data array.
- probsequence, optional
Sequence of quantiles to compute.
- axisint or None, optional
Axis along which to compute the quantiles. If None, use a flattened array.
- varbool, optional
Whether to return the variance of the estimate.
- Returns
- hdquantilesMaskedArray
A (p,) array of quantiles (if var is False), or a (2,p) array of quantiles and variances (if var is True), where
p
is the number of quantiles.
See also