How do I calculate percentiles with python/numpy?

Uri picture Uri · Mar 3, 2010 · Viewed 298k times · Source

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.

I looked in NumPy's statistics reference, and couldn't find this. All I could find is the median (50th percentile), but not something more specific.

Answer

Jon W picture Jon W · Mar 3, 2010

You might be interested in the SciPy Stats package. It has the percentile function you're after and many other statistical goodies.

percentile() is available in numpy too.

import numpy as np
a = np.array([1,2,3,4,5])
p = np.percentile(a, 50) # return 50th percentile, e.g median.
print p
3.0

This ticket leads me to believe they won't be integrating percentile() into numpy anytime soon.