issue_comments: 1033607850

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https://github.com/pydata/xarray/pull/6059#issuecomment-1033607850 https://api.github.com/repos/pydata/xarray/issues/6059 1033607850 IC_kwDOAMm_X849m5qq 16700639 2022-02-09T10:30:40Z 2022-02-09T10:40:08Z CONTRIBUTOR

@mathause This PR goes beyond what is currently implemented in numpy. For now, all weighted quantiles PR on numpy are more or less based on "linear" method (method 7) and none have been merged. I plan to work on integrating weights with the other interpolation methods but don't have the time right now. I'll probably pick some ideas from here.

As for the numerics here, everything looks good to me. The only limitations I can see are: - This only handles sampling weights, which is fine I guess. - Some interpolation methods are missing, they can be added later. - ~A nan_weighted_quantile could also be interesting to add~

 
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