Hi, I know the topic was already raised a long ago: https://mail.scipy.org/pipermail/numpy-discussion/2010-July/051851.html
There are also several questions on SO: http://stackoverflow.com/questions/20601872/numpy-or-scipy-to-calculate-weighted-median http://stackoverflow.com/questions/13546146/percentile-calculation-with-weighted-data http://stackoverflow.com/questions/26102867/python-weighted-median-algorithm-with-pandas The only working solution with numpy: http://stackoverflow.com/questions/21844024/weighted-percentile-using-numpy uses sorting. Are there better options at the moment (numpy/scipy/pandas)? Cheers, Alex.
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