pingouin.harrelldavis

pingouin.
harrelldavis
(x, quantile=0.5)[source] HarrellDavis robust estimate of the \(q^{th}\) quantile of the data.
New in version 0.2.9.
 Parameters
 xarray_like
Data, must be a onedimensional vector.
 quantilefloat or array_like
Quantile or sequence of quantiles to compute, must be between 0 and 1. Default is
0.5
.
 Returns
 yfloat or array_like
The estimated quantile(s). If
quantile
is a single quantile, will return a float, otherwise will compute each quantile separately and returns an array of floats.
See also
plot_shift
Shift function.
Notes
The HarrellDavis method [1] estimates the \(q^{th}\) quantile by a linear combination of the order statistics. Results have been tested against the Matlab implementation proposed by [2]. This method is also used to measure the confidence intervals of the difference between quantiles of two groups, as implemented in the shift function [3].
References
 1
Frank E. Harrell, C. E. Davis, A new distributionfree quantile estimator, Biometrika, Volume 69, Issue 3, December 1982, Pages 635–640, https://doi.org/10.1093/biomet/69.3.635
 2
 3
Rousselet, G. A., Pernet, C. R. and Wilcox, R. R. (2017). Beyond differences in means: robust graphical methods to compare two groups in neuroscience. Eur J Neurosci, 46: 17381748. https://doi.org/doi:10.1111/ejn.13610
Examples
Estimate the 0.5 quantile (i.e median) of 100 observation picked from a normal distribution with
mean=0
andstd=1
.>>> import numpy as np >>> import pingouin as pg >>> np.random.seed(123) >>> x = np.random.normal(0, 1, 100) >>> pg.harrelldavis(x, quantile=0.5) 0.04991656842939151
Several quantiles at once
>>> pg.harrelldavis(x, quantile=[0.25, 0.5, 0.75]) array([0.84133224, 0.04991657, 0.95897233])