Since Python is not held to backwards compatibility with S, and for most datasets (and users) it doesn't matter much, why not ho with the default recommended by Hyndman & Fan?
On Fri, Mar 16, 2018 at 11:48 PM, Nathaniel Smith <n...@pobox.com> wrote: > On Fri, Mar 16, 2018 at 11:19 PM, Stephen J. Turnbull > <turnbull.stephen...@u.tsukuba.ac.jp> wrote: > > PLIQUE Guillaume writes: > > > > > That's really interesting. I did not know there were so many way to > > > consider quantiles. Maybe we should indeed wait for numpy to take a > > > decision on the matter and go with their default choice so we remain > > > consistent with the ecosystem? > > > > The example of R with 9 variants baked into one function suggests that > > numpy is unlikely to come up with a single "good" choice. If R's > > default is to Steven's taste, I would say go with that for cross- > > language consistency, and hope that numpy makes the same decision. In > > fact, I would argue that numpy might very well make a decision for a > > default that has nice mathematical properties, while the stdlib module > > might very well prefer consistency with R's default since defaults > > will be used in the same kind of "good enough for government work" > > contexts in both languages. > > NumPy already has a default and supports a number of variants. I'd > have to go digging to figure out which languages/tools use which > methods and how those match to theoretical properties, but IIRC numpy, > R, and matlab all have different defaults. > > The 9 types that R supports come from a well-known review article > (Hyndman & Fan, 1996). Their docs note that Hyndman & Fan's > recommendation is different from the default, because the default was > chosen to match a previous package (S) before they read Hyndman & Fan. > It's all a bit messy. > > None of this is to say that Python shouldn't have some way to compute > quantiles, but unfortunately you're not going to find TOOWTDI. > > -n > > -- > Nathaniel J. Smith -- https://vorpus.org > _______________________________________________ > Python-ideas mailing list > Python-ideas@python.org > https://mail.python.org/mailman/listinfo/python-ideas > Code of Conduct: http://python.org/psf/codeofconduct/ > -- --Guido van Rossum (python.org/~guido)
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