Hahaha, that Hyndman story will never get old. FWIW, based on much informal polling, the most common intuition on the topic stems from elementary education: a median of an even-numbered set is the mean of the two central values. So, linear-weighted average on discontinuities seems to be least surprising.
Whichever type is chosen, quantiles are often computed in sets. For instance, min/max/median, quartiles (+ interquartile range), and percentiles. Quantiles was one of the main reasons statsutils uses a class[1] to wrap datasets. Otherwise, there's a lot of work in resorting. All the galloping in the world isn't going to beat sorting once. :) Other calculations benefit from this cached approach, too. Variance is faster to calculate after calculating stddev, for instance, but if memory serves, quantiles are the most expensive for mid-sized datasets that don't call for pandas/numpy. [1]: http://boltons.readthedocs.io/en/latest/statsutils.html#boltons.statsutils.Stats On Sat, Mar 17, 2018 at 9:28 AM, Tim Peters <tim.pet...@gmail.com> wrote: > [Guido] > > 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? > > Here's Hyndman in 2016[1]: > > """ > The main point of our paper was that statistical software should > standardize the definition of a sample quantile for consistency. We > listed 9 different methods that we found in various software packages, > and argued for one of them (type 8). In that sense, the paper was a > complete failure. No major software uses type 8 by default, and the > diversity of definitions continues 20 years later. In fact, the paper > may have had the opposite effect to what was intended. We drew > attention to the many approaches to computing sample quantiles and > several software products added them all as options. Our own quantile > function for R allows all 9 to be computed, and has type 7 as default > (for backwards consistency – the price we had to pay to get R core to > agree to include our function). > """ > > Familiar & hilarious ;-) > > [1] https://robjhyndman.com/hyndsight/sample-quantiles-20-years-later/ > _______________________________________________ > Python-ideas mailing list > Python-ideas@python.org > https://mail.python.org/mailman/listinfo/python-ideas > Code of Conduct: http://python.org/psf/codeofconduct/ >
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