是否有一种方便的方法来计算一个序列或一维numpy数组的百分位数?

我正在寻找类似Excel的百分位数函数。

我在NumPy的统计参考中找不到这个。我所能找到的是中位数(第50百分位),但没有更具体的东西。


当前回答

import numpy as np
a = [154, 400, 1124, 82, 94, 108]
print np.percentile(a,95) # gives the 95th percentile

其他回答

计算一维numpy序列或矩阵的百分位数的一种方便方法是使用numpy。百分位< https://docs.scipy.org/doc/numpy/reference/generated/numpy.percentile.html >。例子:

import numpy as np

a = np.array([0,1,2,3,4,5,6,7,8,9,10])
p50 = np.percentile(a, 50) # return 50th percentile, e.g median.
p90 = np.percentile(a, 90) # return 90th percentile.
print('median = ',p50,' and p90 = ',p90) # median =  5.0  and p90 =  9.0

但是,如果您的数据中有任何NaN值,则上述函数将没有用处。在这种情况下,推荐使用numpy函数。Nanpercentile <https://docs.scipy.org/doc/numpy/reference/generated/numpy.nanpercentile.html>函数:

import numpy as np

a_NaN = np.array([0.,1.,2.,3.,4.,5.,6.,7.,8.,9.,10.])
a_NaN[0] = np.nan
print('a_NaN',a_NaN)
p50 = np.nanpercentile(a_NaN, 50) # return 50th percentile, e.g median.
p90 = np.nanpercentile(a_NaN, 90) # return 90th percentile.
print('median = ',p50,' and p90 = ',p90) # median =  5.5  and p90 =  9.1

在上面给出的两个选项中,您仍然可以选择插值模式。为了更容易理解,请参考下面的例子。

import numpy as np

b = np.array([1,2,3,4,5,6,7,8,9,10])
print('percentiles using default interpolation')
p10 = np.percentile(b, 10) # return 10th percentile.
p50 = np.percentile(b, 50) # return 50th percentile, e.g median.
p90 = np.percentile(b, 90) # return 90th percentile.
print('p10 = ',p10,', median = ',p50,' and p90 = ',p90)
#p10 =  1.9 , median =  5.5  and p90 =  9.1

print('percentiles using interpolation = ', "linear")
p10 = np.percentile(b, 10,interpolation='linear') # return 10th percentile.
p50 = np.percentile(b, 50,interpolation='linear') # return 50th percentile, e.g median.
p90 = np.percentile(b, 90,interpolation='linear') # return 90th percentile.
print('p10 = ',p10,', median = ',p50,' and p90 = ',p90)
#p10 =  1.9 , median =  5.5  and p90 =  9.1

print('percentiles using interpolation = ', "lower")
p10 = np.percentile(b, 10,interpolation='lower') # return 10th percentile.
p50 = np.percentile(b, 50,interpolation='lower') # return 50th percentile, e.g median.
p90 = np.percentile(b, 90,interpolation='lower') # return 90th percentile.
print('p10 = ',p10,', median = ',p50,' and p90 = ',p90)
#p10 =  1 , median =  5  and p90 =  9

print('percentiles using interpolation = ', "higher")
p10 = np.percentile(b, 10,interpolation='higher') # return 10th percentile.
p50 = np.percentile(b, 50,interpolation='higher') # return 50th percentile, e.g median.
p90 = np.percentile(b, 90,interpolation='higher') # return 90th percentile.
print('p10 = ',p10,', median = ',p50,' and p90 = ',p90)
#p10 =  2 , median =  6  and p90 =  10

print('percentiles using interpolation = ', "midpoint")
p10 = np.percentile(b, 10,interpolation='midpoint') # return 10th percentile.
p50 = np.percentile(b, 50,interpolation='midpoint') # return 50th percentile, e.g median.
p90 = np.percentile(b, 90,interpolation='midpoint') # return 90th percentile.
print('p10 = ',p10,', median = ',p50,' and p90 = ',p90)
#p10 =  1.5 , median =  5.5  and p90 =  9.5

print('percentiles using interpolation = ', "nearest")
p10 = np.percentile(b, 10,interpolation='nearest') # return 10th percentile.
p50 = np.percentile(b, 50,interpolation='nearest') # return 50th percentile, e.g median.
p90 = np.percentile(b, 90,interpolation='nearest') # return 90th percentile.
print('p10 = ',p10,', median = ',p50,' and p90 = ',p90)
#p10 =  2 , median =  5  and p90 =  9

如果您的输入数组只包含整数值,那么您可能对作为整数的百分比答案感兴趣。如果是这样,选择插值模式,如'低','高',或'最近'。

下面是如何在没有numpy的情况下,仅使用python来计算百分比。

import math

def percentile(data, perc: int):
    size = len(data)
    return sorted(data)[int(math.ceil((size * perc) / 100)) - 1]

percentile([10.0, 9.0, 8.0, 7.0, 6.0, 5.0, 4.0, 3.0, 2.0, 1.0], 90)
# 9.0
percentile([142, 232, 290, 120, 274, 123, 146, 113, 272, 119, 124, 277, 207], 50)
# 146

顺便说一下,有一个百分位数函数的纯python实现,以防人们不想依赖scipy。函数复制如下:

## {{{ http://code.activestate.com/recipes/511478/ (r1)
import math
import functools

def percentile(N, percent, key=lambda x:x):
    """
    Find the percentile of a list of values.

    @parameter N - is a list of values. Note N MUST BE already sorted.
    @parameter percent - a float value from 0.0 to 1.0.
    @parameter key - optional key function to compute value from each element of N.

    @return - the percentile of the values
    """
    if not N:
        return None
    k = (len(N)-1) * percent
    f = math.floor(k)
    c = math.ceil(k)
    if f == c:
        return key(N[int(k)])
    d0 = key(N[int(f)]) * (c-k)
    d1 = key(N[int(c)]) * (k-f)
    return d0+d1

# median is 50th percentile.
median = functools.partial(percentile, percent=0.5)
## end of http://code.activestate.com/recipes/511478/ }}}

我通常看到的百分位数的定义期望从所提供的列表中找到P个百分比的值…这意味着结果必须来自集合,而不是集合元素之间的插值。为此,可以使用一个更简单的函数。

def percentile(N, P):
    """
    Find the percentile of a list of values

    @parameter N - A list of values.  N must be sorted.
    @parameter P - A float value from 0.0 to 1.0

    @return - The percentile of the values.
    """
    n = int(round(P * len(N) + 0.5))
    return N[n-1]

# A = (1, 2, 3, 4, 5, 6, 7, 8, 9, 10)
# B = (15, 20, 35, 40, 50)
#
# print percentile(A, P=0.3)
# 4
# print percentile(A, P=0.8)
# 9
# print percentile(B, P=0.3)
# 20
# print percentile(B, P=0.8)
# 50

如果你想从所提供的列表中获得等于或低于P百分比的值,那么使用以下简单的修改:

def percentile(N, P):
    n = int(round(P * len(N) + 0.5))
    if n > 1:
        return N[n-2]
    else:
        return N[0]

或者使用@ijustlovemath建议的简化:

def percentile(N, P):
    n = max(int(round(P * len(N) + 0.5)), 2)
    return N[n-2]

您可能会对SciPy Stats包感兴趣。它有你所追求的百分位数函数和许多其他统计上的好处。

Percentile()在numpy中也可用。

import numpy as np
a = np.array([1,2,3,4,5])
p = np.percentile(a, 50) # return 50th percentile, e.g median.
print p
3.0

这张票让我相信他们不会很快将percentile()集成到numpy中。