weighted Archives

Weighted standard deviation in NumPy

August 15, 2022 by Magenaut

numpy.average() has a weights option, but numpy.std() does not. Does anyone have suggestions for a workaround?

Weighted percentile using numpy

August 13, 2022 by Magenaut

Is there a way to use the numpy.percentile function to compute weighted percentile? Or is anyone aware of an alternative python function to compute weighted percentile?