dualbounds.utilities.weighted_quantile¶

dualbounds.utilities.weighted_quantile(values, weights, quantiles, _old_style=True)[source]¶

Very close to numpy.percentile, but supports weights.

Parameters:¶

values : np.array¶

n-length array of data

weights : np.array¶

n-length array of sample weights

quantiles : array-like¶

d-length array of desired quantiles

Returns:¶

results – d-length array of weighted quantiles.

Return type:¶

np.array