what's the inverse of the quantile function on a pandas Series?

Question

The quantile functions gives us the quantile of a given pandas series s,

E.g.

s.quantile(0.9) is 4.2

Is there the inverse function (i.e. cumulative distribution) which finds the value x such that

s.quantile(x)=4

Thanks

Answer 1

I had the same question as you did! I found an easy way of getting the inverse of quantile using scipy.

#libs required
from scipy import stats
import pandas as pd
import numpy as np

#generate ramdom data with same seed (to be reproducible)
np.random.seed(seed=1)
df = pd.DataFrame(np.random.uniform(0,1,(10)), columns=['a'])

#quantile function
x = df.quantile(0.5)[0]

#inverse of quantile
stats.percentileofscore(df['a'],x)