Weighted percentile using numpy

Question

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?

Answer 1

The weightedcalcs package supports quantiles:

import weightedcalcs as wc
import pandas as pd

df = pd.DataFrame({'v': [1, 2, 3], 'w': [3, 2, 1]})
calc = wc.Calculator('w')  # w designates weight

calc.quantile(df, 'v', 0.5)
# 1.5