libuplift.utils.stats

Utility functions for statistical computations.

Functions

quantile(a, q[, axis, out, overwrite_input, method, ...])

Weighted quantiles functions.

Module Contents

libuplift.utils.stats.quantile(a, q, axis=None, out=None, overwrite_input=False, method='linear', keepdims=False, *, weights=None)

Weighted quantiles functions.

When sample_weight is None np.quantile is used. Also used for numpy >= 2.0 since inverse_cdf strategy gives strange results for small samples.

Warning: results for sample_weight=None and sample_weight=[1,…,1] might not be identical since a different strategy.