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vayu.statistics

Requires the vayulib[data] extra.

statistics

quantile 

quantile(q) -> callable

Return a function that computes the quantile of a series.

Notes
  • Helpful as an aggregation function.
  • About 2.5x faster than pandas.Series.quantile.
Source code in vayu/statistics.py 
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def quantile(q) -> callable:
    """Return a function that computes the quantile of a series.

    Notes:
        - Helpful as an aggregation function.
        - About 2.5x faster than pandas.Series.quantile.
    """

    def inner(a):
        if isinstance(a, pd.Series):
            a = a.values
        if len(a) == 0:
            return np.nan
        return np.quantile(a, q)

    inner.__name__ = f"q{q}"

    return inner