How do you find the IQR in Numpy?

Question

Is there a baked-in Numpy/Scipy function to find the interquartile range? I can do it pretty easily myself, but mean() exists which is basically sum/len...

def IQR(dist):     return np.percentile(dist, 75) - np.percentile(dist, 25) 

Answer 1

np.percentile takes multiple percentile arguments, and you are slightly better off doing:

q75, q25 = np.percentile(x, [75 ,25]) iqr = q75 - q25 

or

iqr = np.subtract(*np.percentile(x, [75, 25])) 

than making two calls to percentile:

In [8]: x = np.random.rand(1e6)  In [9]: %timeit q75, q25 = np.percentile(x, [75 ,25]); iqr = q75 - q25 10 loops, best of 3: 24.2 ms per loop  In [10]: %timeit iqr = np.subtract(*np.percentile(x, [75, 25])) 10 loops, best of 3: 24.2 ms per loop  In [11]: %timeit iqr = np.percentile(x, 75) - np.percentile(x, 25) 10 loops, best of 3: 33.7 ms per loop