Search code examples
pythonnumpystatisticsquantilepercentile

How do I calculate percentiles with python/numpy?

Is there a convenient way to calculate percentiles for a sequence or single-dimensional numpy array?

I am looking for something similar to Excel's percentile function.

Solution

  • NumPy has np.percentile().

    import numpy as np
a = np.array([1,2,3,4,5])
p = np.percentile(a, 50)  # return 50th percentile, i.e. median.

    >>> print(p)
3.0

    SciPy has scipy.stats.scoreatpercentile(), in addition to many other statistical goodies.