Weighted percentile using numpy

Question

Is there a way to use the numpy.percentile function to compute weighted percentile? Or is anyone aware of an alternative python function to compute weighted percentile?

thanks!

Answer 1

No, there is no built-in weighted function in numpy for anything, but you can always put something together, try this:

def weight_array(ar, weights):

     zipped = zip(ar, weights)

     weighted = []

     for i in zipped:

         for j in range(i[1]):

             weighted.append(i[0])

     return weighted

np.percentile(weight_array(ar, weights), 25)