I'm working on adding array API support in scipy.stats
(scipy/scipy#20544) and one of the the things I'll need is a quantile
function. If there is some support for this idea, I'll convert this issue into a proper proposal.
Looks like there is already wide support:
numpy.quantile
torch.quantile
cupy.quantile
jax.numpy.quantile
dask.dataframe.DataFrame.quantile
tfp.stats.quantiles
xarray.DataArray.quantile
Previous discussions (not much):
There are many conventions for calculating quantiles. Only a few methods would be required by the standard, and if choice of a default is too contentious, perhaps the array-API can consider method
to be a required keyword argument, and libraries would be welcome to keep their own default.
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