percentile

I am looking for an algorithm that determines percentiles for live data capture. For example, consider the development of a server application. The server might have response times as follows: 17 ms 33 ms 52 ms 60 ms 55 ms etc. It is useful to report the 90th percentile response time, 80th percentile response time, etc. The naive algorithm is to insert each response time into a list. When statistics are requested, sort the list and get the values at the proper positions. Memory usages scales linearly with the number of requests. Is there an algorithm that yields "approximate" percentile

I have a very big table of measurement data in MySQL and I need to compute the percentile rank for each and every one of these values. Oracle appears to have a function called percent_rank but I can't find anything similar for MySQL. Sure I could just brute-force it in Python which I use anyways to populate the table but I suspect that would be quite inefficient because one sample might have 200.000 observations. This is a relatively ugly answer, and I feel guilty saying it. That said, it might help you with your issue. One way to determine the percentage would be to count all of the rows, and

I'd like to create a function that takes a (sorted) list as its argument and outputs a list containing each element's corresponding percentile. For example, fn([1,2,3,4,17]) returns [0.0, 0.25, 0.50, 0.75, 1.00] . Can anyone please either: Help me correct my code below? OR Offer a better alternative than my code for mapping values in a list to their corresponding percentiles? My current code: def median(mylist): length = len(mylist) if not length % 2: return (mylist[length / 2] + mylist[length / 2 - 1]) / 2.0 return mylist[length / 2] ###########################################################

Is there a convenient way to calculate percentiles for a sequence or single-dimensional numpy array? I am looking for something similar to Excel's percentile function. I looked in NumPy's statistics reference, and couldn't find this. All I could find is the median (50th percentile), but not something more specific. Jon W You might be interested in the SciPy Stats package. It has the percentile function you're after and many other statistical goodies. percentile() is available in numpy too. import numpy as np a = np.array([1,2,3,4,5]) p = np.percentile(a, 50) # return 50th percentile, e.g