how to use pandas filter with IQR?

Qijun Liu picture Qijun Liu · Jan 14, 2016 · Viewed 57.3k times · Source

Is there a built-in way to do filtering on a column by IQR(i.e. values between Q1-1.5IQR and Q3+1.5IQR)? also, any other possible generalized filtering in pandas suggested will be appreciated.

Answer

Romain picture Romain · Feb 24, 2016

As far as I know, the most compact notation seems to be brought by the query method.

# Some test data
np.random.seed(33454)
df = (
    # A standard distribution
    pd.DataFrame({'nb': np.random.randint(0, 100, 20)})
        # Adding some outliers
        .append(pd.DataFrame({'nb': np.random.randint(100, 200, 2)}))
        # Reseting the index
        .reset_index(drop=True)
    )

# Computing IQR
Q1 = df['nb'].quantile(0.25)
Q3 = df['nb'].quantile(0.75)
IQR = Q3 - Q1

# Filtering Values between Q1-1.5IQR and Q3+1.5IQR
filtered = df.query('(@Q1 - 1.5 * @IQR) <= nb <= (@Q3 + 1.5 * @IQR)')

Then we can plot the result to check the difference. We observe that the outlier in the left boxplot (the cross at 183) does not appear anymore in the filtered series.

# Ploting the result to check the difference
df.join(filtered, rsuffix='_filtered').boxplot()

Comparison before and after filterinf

Since this answer I've written a post on this topic were you may find more information.