issue_comments: 1011136209

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https://github.com/pydata/xarray/pull/6059#issuecomment-1011136209 https://api.github.com/repos/pydata/xarray/issues/6059 1011136209 IC_kwDOAMm_X848RLbR 488992 2022-01-12T15:03:31Z 2022-01-12T15:03:31Z CONTRIBUTOR

@huard's latest commit modifies the algorithm so that it uses Kish's effective sample size, as described in the blog where the algorithm comes from: https://aakinshin.net/posts/kish-ess-weighted-quantiles/, which seems to solve the problem mentioned by @mathause.

Also he adds support for the interpolation types 4 to 9 (those that share a common way of computing Qp, as described here: https://en.wikipedia.org/wiki/Quantile#Estimating_quantiles_from_a_sample

 
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