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  • mathause · 4 ✖

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  • Weighted quantile · 4 ✖

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1050713711 https://github.com/pydata/xarray/pull/6059#issuecomment-1050713711 https://api.github.com/repos/pydata/xarray/issues/6059 IC_kwDOAMm_X84-oJ5v mathause 10194086 2022-02-25T10:07:01Z 2022-02-25T10:16:09Z MEMBER

Turns out align does not entirely do what I thought it does. For e.g. da1 * da2 there is an align call for the DataArray and then broadcasting happens on the level of the Variable - which we skip here. Therefore, I updated the PR (5c251e0) - to use xr.broadcast to ensure da and weights have the same shape.

Notes 1. The tests should fail because I updated the skipna logic and this was also "wrong" (inconsistent with the rest of xarray) in xr.Dataset.quantile - thus this needs #6303 first. 2. broadcast does an outer join which is kind of pointless here because it adds NaN values that are then removed again (#6304)

 
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1047791529 https://github.com/pydata/xarray/pull/6059#issuecomment-1047791529 https://api.github.com/repos/pydata/xarray/issues/6059 IC_kwDOAMm_X84-dAep mathause 10194086 2022-02-22T13:21:52Z 2022-02-22T13:21:52Z MEMBER

Thanks, for checking - I didn't anticipate the missing core dim... Seems the align may be required, but it should be possible to leave out the shape check. I'll have a closer look (also how dot does it - because this is what's used for the other weighted methods).

 
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1035104843 https://github.com/pydata/xarray/pull/6059#issuecomment-1035104843 https://api.github.com/repos/pydata/xarray/issues/6059 IC_kwDOAMm_X849snJL mathause 10194086 2022-02-10T16:09:38Z 2022-02-10T16:09:38Z MEMBER

We have local changes that expose method in the public API, and compare results against numpy for the case with uniform weights to confirm results are identical.

Do you want us to push those changes here ?

If you are confident they work with the weights... numpy now recommends using median_unbiased or normal_unbiased, so would be nice if we have them.

 
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1032839546 https://github.com/pydata/xarray/pull/6059#issuecomment-1032839546 https://api.github.com/repos/pydata/xarray/issues/6059 IC_kwDOAMm_X849j-F6 mathause 10194086 2022-02-08T16:54:05Z 2022-02-08T16:54:05Z MEMBER

Good point, yes the keyword should be named method as well for consistency (but as far as I can see it is currently not exposed?).

Sorry for the slow pace - this PR merits another review. I can probably look at the code but I am not sure about the numerics. I think it's important to align with numpy but their code is not yet merged (AFAIK). Maybe @bzah knows if this would be consistent with numpys approach?

 
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