python - 你如何在 Numpy 中找到 IQR？

Question

是否有内置的 Numpy/Scipy 函数来查找四分位数范围？我自己可以很容易地做到这一点，但是存在 mean() 基本上是 sum/len...

def IQR(dist):
    return np.percentile(dist, 75) - np.percentile(dist, 25)

Answer 1

np.percentile 接受多个百分位参数，你最好这样做:

q75, q25 = np.percentile(x, [75 ,25])
iqr = q75 - q25

或

iqr = np.subtract(*np.percentile(x, [75, 25]))

比对 percentile 进行两次调用:

In [8]: x = np.random.rand(1e6)

In [9]: %timeit q75, q25 = np.percentile(x, [75 ,25]); iqr = q75 - q25
10 loops, best of 3: 24.2 ms per loop

In [10]: %timeit iqr = np.subtract(*np.percentile(x, [75, 25]))
10 loops, best of 3: 24.2 ms per loop

In [11]: %timeit iqr = np.percentile(x, 75) - np.percentile(x, 25)
10 loops, best of 3: 33.7 ms per loop