Hi, Joe, > I am working (slowly) on upgrading the C code for partitioning with > arbitrary arrays of real weights really good to know there is some work in this direction.
02 марта 2016 г., в 6:27, Joseph Fox-Rabinovitz <jfoxrabinov...@gmail.com> написал(а): > Alex, > > At the moment, there does not appear to be anything in numpy. However, > I am working (slowly) on upgrading the C code for partitioning with > arbitrary arrays of real weights. That will get `partition`, `median`, > `percentile` to work with weights, as well as enabling weights for the > automated bin estimators of `histogram`. `mean` already has an > implementation of weights via `average`. > > You may be interested in my original post to the mailing list here: > https://mail.scipy.org/pipermail/numpy-discussion/2016-February/075000.html. > Josef P. mentioned in one of his responses that statsmodels has a > weighted quantile computation available as of PR 2707: > https://github.com/statsmodels/statsmodels/pull/2707. That should > effectively serve your purpose. It’s the same sort+cumsum approach, and even worse because relies on aggregating. Thanks for letting know, but I’ll definitely prefer implementation from SO (till numpy will support weights). Cheers, Alex > > -Joe > > > On Tue, Mar 1, 2016 at 6:03 PM, Alex Rogozhnikov > <alex.rogozhni...@yandex.ru> wrote: >> 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. >> >> _______________________________________________ >> NumPy-Discussion mailing list >> NumPy-Discussion@scipy.org >> https://mail.scipy.org/mailman/listinfo/numpy-discussion >> > _______________________________________________ > NumPy-Discussion mailing list > NumPy-Discussion@scipy.org > https://mail.scipy.org/mailman/listinfo/numpy-discussion _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org https://mail.scipy.org/mailman/listinfo/numpy-discussion