Eliminating all data over a given percentile
I have a pandas DataFrame called data with a column called ms. I want to eliminate all the rows where data.ms is above the 95% percentile. For now, I'm doing this:
limit = data.ms.describe(90)['95%']
valid_data = data[data['ms'] < limit]
which works, but I want to generalize that to any percentile. What's the best way to do that?
Answer
Use the Series.quantile() method:
In [48]: cols = list('abc')
In [49]: df = DataFrame(randn(10, len(cols)), columns=cols)
In [50]: df.a.quantile(0.95)
Out[50]: 1.5776961953820687
To filter out rows of df where df.a is greater than or equal to the 95th percentile do:
In [72]: df[df.a < df.a.quantile(.95)]
Out[72]:
a b c
0 -1.044 -0.247 -1.149
2 0.395 0.591 0.764
3 -0.564 -2.059 0.232
4 -0.707 -0.736 -1.345
5 0.978 -0.099 0.521
6 -0.974 0.272 -0.649
7 1.228 0.619 -0.849
8 -0.170 0.458 -0.515
9 1.465 1.019 0.966