Coding for numpy.percentile()

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JustIntonation

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Feb 5, 2016, 11:05:50 AM2/5/16
to Numba Public Discussion - Public
Let me start with a huge thanks for Numba - it has allowed me to get large speedups of key code segments.

I have some Monte Carlo code that iterates a parameter.  The inner loops prepare some 1D numpy ndarrays of results and then based on a scipy.stats.scoreatpercentile() call the estimated parameter is adjusted - hopefully to converge.  As scipy.stats.scoreatpercentile() is being replaced by numpy.percentile() I'm now wondering at the status of the latter - is this something that could in time be made a supported top-level Numpy function?  I think this is the last function call that prevents me running with nopython=True.

Cheers,
JustIntonation




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