Roy Smith Roy Smith - 3 months ago 26
Python Question

Eliminating all data over a given percentile

I have a pandas

DataFrame
called
data
with a column called
ms
. I want to eliminate all the rows where
data.ms
is above the 95% percentile. For now, I'm doing this:

limit = data.ms.describe(90)['95%']
valid_data = data[data['ms'] < limit]


which works, but I want to generalize that to any percentile. What's the best way to do that?

Answer

Use the Series.quantile() method:

In [48]: cols = list('abc')

In [49]: df = DataFrame(randn(10, len(cols)), columns=cols)

In [50]: df.a.quantile(0.95)
Out[50]: 1.5776961953820687

To filter out rows of df where df.a is greater than or equal to the 95th percentile do:

In [72]: df[df.a < df.a.quantile(.95)]
Out[72]:
       a      b      c
0 -1.044 -0.247 -1.149
2  0.395  0.591  0.764
3 -0.564 -2.059  0.232
4 -0.707 -0.736 -1.345
5  0.978 -0.099  0.521
6 -0.974  0.272 -0.649
7  1.228  0.619 -0.849
8 -0.170  0.458 -0.515
9  1.465  1.019  0.966
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