Donbeo
Donbeo

Reputation: 17617

python equivalent of qnorm, qf and qchi2 of R

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

Answers (2)

behzad.nouri
behzad.nouri

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

Eric Vansteenberghe
Eric Vansteenberghe

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

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