How do you find the IQR in Numpy?
Is there a baked-in Numpy/Scipy function to find the interquartile range? I can do it pretty easily myself, but mean() exists which is basically sum/len...
def IQR(dist):
return np.percentile(dist, 75) - np.percentile(dist, 25)
Answer
np.percentile takes multiple percentile arguments, and you are slightly better off doing:
q75, q25 = np.percentile(x, [75 ,25])
iqr = q75 - q25
or
iqr = np.subtract(*np.percentile(x, [75, 25]))
than making two calls to percentile:
In [8]: x = np.random.rand(1e6)
In [9]: %timeit q75, q25 = np.percentile(x, [75 ,25]); iqr = q75 - q25
10 loops, best of 3: 24.2 ms per loop
In [10]: %timeit iqr = np.subtract(*np.percentile(x, [75, 25]))
10 loops, best of 3: 24.2 ms per loop
In [11]: %timeit iqr = np.percentile(x, 75) - np.percentile(x, 25)
10 loops, best of 3: 33.7 ms per loop