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ENH: add weighted quantile for inverted_cdf #24254

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Merged
merged 46 commits into from
Jan 22, 2024
Merged

ENH: add weighted quantile for inverted_cdf #24254

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28162b1
ENH add _weights_are_valid
lorentzenchr Jul 24, 2023
4b079c8
ENH use _weights_are_valid in np.average
lorentzenchr Jul 24, 2023
7f10b12
TST add test_quantile_constant_weights
lorentzenchr Jul 24, 2023
0fce6b6
ENH add weighted quantile for inverted_cdf
lorentzenchr Jul 24, 2023
aaac227
Merge branch 'main' into weighted_quantile_inverted_cdf
lorentzenchr Jul 24, 2023
3c979bb
CLN satisfy linter
lorentzenchr Jul 25, 2023
bad4032
ENH add weights to nanquantile
lorentzenchr Jul 25, 2023
d84654e
CLN make linter happy
lorentzenchr Jul 25, 2023
24f758f
TST add test_quantile_with_integer_weights
lorentzenchr Jul 25, 2023
cb48fd1
CLN remove blank line
lorentzenchr Jul 25, 2023
eee5455
ENH replace take_along_axis with normal indexing
lorentzenchr Aug 4, 2023
cff8df3
ENH use cumsum directly to calc CDF
lorentzenchr Aug 4, 2023
fa2e54a
FIX try np.intp to fix emscripten CI
lorentzenchr Aug 4, 2023
93407f7
FIX try np.int32 to fix CI error for np.repeat
lorentzenchr Aug 4, 2023
08f7066
Merge branch 'main' into weighted_quantile_inverted_cdf
lorentzenchr Aug 4, 2023
7c3bec8
TST add test for raising errors
lorentzenchr Aug 4, 2023
f84a59c
Merge branch 'main' into weighted_quantile_inverted_cdf
lorentzenchr Sep 4, 2023
574ea98
TST add test_quantile_with_weights_and_axis
lorentzenchr Sep 4, 2023
e705958
CLN make linter happy again
lorentzenchr Sep 4, 2023
c4ca281
ENH add weights to percentile
lorentzenchr Sep 4, 2023
bf9a767
TYP add weights to _function_base_impl.pyi
lorentzenchr Sep 4, 2023
8b5f249
TST sorted test parameters
lorentzenchr Sep 6, 2023
980120f
TYP keyword only
lorentzenchr Sep 6, 2023
c81f999
Merge branch 'main' into weighted_quantile_inverted_cdf
lorentzenchr Oct 31, 2023
9e28f8a
Merge branch 'main' into weighted_quantile_inverted_cdf
lorentzenchr Dec 8, 2023
610f8f7
DOC add release note entry
lorentzenchr Dec 8, 2023
fd63fad
DOC update Notes section of quantile and percentile
lorentzenchr Dec 8, 2023
7fddb21
CLN address some review comments like typos
lorentzenchr Jan 11, 2024
8836384
Merge branch 'main' into weighted_quantile_inverted_cdf
lorentzenchr Jan 11, 2024
a501179
CLN fix line length
lorentzenchr Jan 11, 2024
b2aeeac
FIX axis before _weights_are_valid
lorentzenchr Jan 12, 2024
af58619
FIX axis in weighted quantile
lorentzenchr Jan 12, 2024
423b401
FIX weights in _percentile_dispatcher
lorentzenchr Jan 12, 2024
4f7841a
CLN replace np.s_[..., ] by (...,)
lorentzenchr Jan 12, 2024
7cc8771
TST add weighted case to test_percentile_out
lorentzenchr Jan 12, 2024
5aa30c9
CLN make out argument trivial but inefficient
lorentzenchr Jan 12, 2024
fc0b5b7
FIX quantile output shape
lorentzenchr Jan 14, 2024
2d96b56
FIX & TST
lorentzenchr Jan 14, 2024
5f93d91
CLN repacify linter
lorentzenchr Jan 14, 2024
5357c77
ENH make out efficient again
lorentzenchr Jan 14, 2024
5581292
FIX nanquantile and nanpercentile
lorentzenchr Jan 14, 2024
0bbe7d9
TST add tests for nanquantile and nanpercentile
lorentzenchr Jan 15, 2024
63c3536
FIX nan handling with slices_having_nans
lorentzenchr Jan 15, 2024
798845f
CLN fix BE/AE inconsistency
lorentzenchr Jan 15, 2024
01b6ad4
CLN tame the linter
lorentzenchr Jan 15, 2024
bbdd595
CLN linter again
lorentzenchr Jan 15, 2024
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5 changes: 5 additions & 0 deletions doc/release/upcoming_changes/24254.new_feature.rst
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Original file line number Diff line number Diff line change
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``weights`` option for `quantile` and `percentile`
----------------------------------------------------
The ``weights`` option is now available for `quantile`, `percentile`,
`nanquantile` and `nanpercentile`. Only ``method="inverted_cdf"`` supports
weights.
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