Reputation: 17617
I need the quantile of some distributions in python. In r it is possible to compute these values using the qf, qnorm and qchi2 functions.
Is there any python equivalent of these R functions? I have been looking on scipy but I did non find anything.
Upvotes: 37
Views: 45215
Reputation: 78001
You may find probability distributions in scipy.stats
. Every distribution defines a set of functions, for example if you go to norm
distribution and scroll down the page you may find the methods which include
ppf(q, loc=0, scale=1) # Percent point function (inverse of cdf — percentiles)
that is what scipy
calls Percent point function and does what R
q
functions does.
For example:
>>> from scipy.stats import norm
>>> norm.ppf(.5) # half of the mass is before zero
0.0
Same interface for other distributions, say chi^2
:
>>> from scipy.stats import chi2
>>> chi2.ppf(.8, df=2) # two degress of freedom
3.2188758248682015
Upvotes: 36
Reputation: 698
The equivalent of the R pnorm()
function is: scipy.stats.norm.cdf()
with python
The equivalent of the R qnorm()
function is: scipy.stats.norm.ppf()
with python
Upvotes: 57