[Numpy-discussion] Getting 95%/99% margin of ndarray

[Pierre GM]

On Jul 22, 2009, at 12:36 PM, Johannes Bauer wrote:

> Hello list,
>
> is there some possibilty to get a p-dynamic of an array, i.e. if p=1
> then the result would be (arr.min(), arr.max()), but if 0 < p < 1,  
> then
> the result is so that the pth percentile of the picture is withing the
> range given?

You could try scipy.stats.scoreatpercentile,  
scipy.stats.mstats.plottingposition or scipy.stats.mstats.mquantiles,  
which will all approximate quantiles of your distribution.

To get the 90% of data you want, find the (0.05, 0.95) quantiles. More  
generally, to get n% data, take the (n/2)% and (1.-n/2)% quantiles...

Even more approximately, you could sort your data and take the (n/2)N  
and (1-n/2)N ones, where n is the quantile you want and N the size of  
your array.