[Numpy-discussion] Vectorized percentile function in Numpy (PR #2970)

[Sebastian Berg]

On Tue, 2013-04-23 at 12:13 -0500, Jonathan Helmus wrote:
>      Back in December it was pointed out on the scipy-user list[1] that 
> numpy has a percentile function which has similar functionality to 
> scipy's stats.scoreatpercentile.  I've been trying to harmonize these 
> two functions into a single version which has the features of both.
>      Scipy PR 374[2] introduced a version which look the parameters from 
> both the scipy and numpy percentile function and was accepted into Scipy 
> with the plan that it would be depreciated when a similar function was 
> introduced into Numpy.  Then I moved to enhancing the Numpy version with 
> Pull Request 2970 [3].  With some input from Sebastian Berg the 
> percentile function was rewritten with further vectorization, but 
> neither of us felt fully comfortable with the final product.  Can 
> someone look at implementation in the PR and suggest what should be done 
> from here?
> 

Thanks! For me the main question is the vectorized usage when both
haystack (`a`) and needle (`q`) are vectorized. What I mean is for:

np.percentile(np.random.randn(n1, n2, N), [25., 50., 75.], axis=-1)

I would probably expect an output shape of (n1, n2, 3), but currently
you will get the needle dimensions first, because it is roughly the same
as

[np.percentile(np.random.randn(n1, n2, N), q, axis=-1) for q in [25., 50., 75.]]

so for the (probably rare) vectorization of both `a` and `q`, would it
be preferable to do some kind of long term behaviour change, or just put
the dimensions in `q` first, which should be compatible to the current
list?

Regards,

Sebastian

>   Cheers,
> 
>      - Jonathan Helmus
> 
> 
> [1] http://thread.gmane.org/gmane.comp.python.scientific.user/33331
> [2] https://github.com/scipy/scipy/pull/374
> [3] https://github.com/numpy/numpy/pull/2970
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