[Python-ideas] Adding quantile to the statistics module

[Stephen J. Turnbull]

PLIQUE Guillaume writes:

 > That's really interesting. I did not know there were so many way to
 > consider quantiles. Maybe we should indeed wait for numpy to take a
 > decision on the matter and go with their default choice so we remain
 > consistent with the ecosystem?

The example of R with 9 variants baked into one function suggests that
numpy is unlikely to come up with a single "good" choice.  If R's
default is to Steven's taste, I would say go with that for cross-
language consistency, and hope that numpy makes the same decision.  In
fact, I would argue that numpy might very well make a decision for a
default that has nice mathematical properties, while the stdlib module
might very well prefer consistency with R's default since defaults
will be used in the same kind of "good enough for government work"
contexts in both languages.

The main thing is that they're all going to give similar results and
in most applications the data will be fuzzy (eg, a sample or
subjective), so as long as the same version is accurately documented
and used consistently across analyses that should be comparable,
results will be sufficiently accurate, perfectly reproducible, and
comparable.

For my purposes, there's no reason to wait.  It's up to Steven, and I
trust his taste.

Steve