There is a function scipy.stats.mstats.mquantiles that returns quantiles for a vector of data. But my data should not be uniformly weighted in an estimate of the distribution, since they are from a survey and come with estimated sampling weights based on the stratification used in sampling.
Is there a routine to calculate these quantiles taking into account the survey weights? I can find nothing, so maybe you have had the same problem and written something. Thanks! -- http://mail.python.org/mailman/listinfo/python-list
