atoti.array.quantile_index module

atoti.array.quantile_index(measure, q, *, mode='inc', interpolation='lower')

Return a measure equal to the index of requested quantile of the elements of the passed array measure.

  • measure (MeasureDescription) – The measure to get the quantile of.

  • q (Union[float, MeasureDescription]) – The quantile to take. Must be between 0 and 1. For instance, 0.95 is the 95th percentile and 0.5 is the median.

  • mode (Literal[‘simple’, ‘centered’, ‘inc’, ‘exc’]) –

    The method used to calculate the index of the quantile. Available options are, when searching for the q quantile of a vector X:

    • simple: len(X) * q

    • centered: len(X) * q + 0.5

    • exc: (len(X) + 1) * q

    • inc: (len(X) - 1) * q + 1

  • interpolation (Literal[‘higher’, ‘lower’, ‘nearest’]) –

    If the quantile index is not an integer, the interpolation decides what value is returned. The different options are, considering a quantile index k with i < k < j for the original vector X and the sorted vector Y:

    • lowest: the index in X of Y[i]

    • highest: the index in X of Y[j]

    • nearest: the index in X of Y[i] or Y[j] depending on which of i or j is closest to k

Return type