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Add DatasetGroupBy.quantile #3527

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2 changes: 2 additions & 0 deletions doc/whats-new.rst
Original file line number Diff line number Diff line change
Expand Up @@ -76,6 +76,8 @@ New Features
invoked. (:issue:`3378`, :pull:`3446`, :pull:`3515`)
By `Deepak Cherian <https://github.com/dcherian>`_ and
`Guido Imperiale <https://github.com/crusaderky>`_.
- Add the documented-but-missing :py:meth:`xarray.core.groupby.DatasetGroupBy.quantile`.
(:issue:`3525`, :pull:`3527`). By `Justus Magin <https://github.com/keewis>`_.

Bug fixes
~~~~~~~~~
Expand Down
108 changes: 54 additions & 54 deletions xarray/core/groupby.py
Original file line number Diff line number Diff line change
Expand Up @@ -557,6 +557,60 @@ def fillna(self, value):
out = ops.fillna(self, value)
return out

def quantile(self, q, dim=None, interpolation="linear", keep_attrs=None):
"""Compute the qth quantile over each array in the groups and
concatenate them together into a new array.

Parameters
----------
q : float in range of [0,1] (or sequence of floats)
Quantile to compute, which must be between 0 and 1
inclusive.
dim : `...`, str or sequence of str, optional
Dimension(s) over which to apply quantile.
Defaults to the grouped dimension.
interpolation : {'linear', 'lower', 'higher', 'midpoint', 'nearest'}
This optional parameter specifies the interpolation method to
use when the desired quantile lies between two data points
``i < j``:
* linear: ``i + (j - i) * fraction``, where ``fraction`` is
the fractional part of the index surrounded by ``i`` and
``j``.
* lower: ``i``.
* higher: ``j``.
* nearest: ``i`` or ``j``, whichever is nearest.
* midpoint: ``(i + j) / 2``.

Returns
-------
quantiles : Variable
If `q` is a single quantile, then the result
is a scalar. If multiple percentiles are given, first axis of
the result corresponds to the quantile and a quantile dimension
is added to the return array. The other dimensions are the
dimensions that remain after the reduction of the array.

See Also
--------
numpy.nanpercentile, pandas.Series.quantile, Dataset.quantile,
DataArray.quantile
"""
if dim is None:
dim = self._group_dim

out = self.map(
self._obj.__class__.quantile,
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shortcut=False,
q=q,
dim=dim,
interpolation=interpolation,
keep_attrs=keep_attrs,
)

if np.asarray(q, dtype=np.float64).ndim == 0:
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out = out.drop_vars("quantile")
return out

def where(self, cond, other=dtypes.NA):
"""Return elements from `self` or `other` depending on `cond`.

Expand Down Expand Up @@ -737,60 +791,6 @@ def _combine(self, applied, restore_coord_dims=False, shortcut=False):
combined = self._maybe_unstack(combined)
return combined

def quantile(self, q, dim=None, interpolation="linear", keep_attrs=None):
"""Compute the qth quantile over each array in the groups and
concatenate them together into a new array.

Parameters
----------
q : float in range of [0,1] (or sequence of floats)
Quantile to compute, which must be between 0 and 1
inclusive.
dim : `...`, str or sequence of str, optional
Dimension(s) over which to apply quantile.
Defaults to the grouped dimension.
interpolation : {'linear', 'lower', 'higher', 'midpoint', 'nearest'}
This optional parameter specifies the interpolation method to
use when the desired quantile lies between two data points
``i < j``:
* linear: ``i + (j - i) * fraction``, where ``fraction`` is
the fractional part of the index surrounded by ``i`` and
``j``.
* lower: ``i``.
* higher: ``j``.
* nearest: ``i`` or ``j``, whichever is nearest.
* midpoint: ``(i + j) / 2``.

Returns
-------
quantiles : Variable
If `q` is a single quantile, then the result
is a scalar. If multiple percentiles are given, first axis of
the result corresponds to the quantile and a quantile dimension
is added to the return array. The other dimensions are the
dimensions that remain after the reduction of the array.

See Also
--------
numpy.nanpercentile, pandas.Series.quantile, Dataset.quantile,
DataArray.quantile
"""
if dim is None:
dim = self._group_dim

out = self.map(
self._obj.__class__.quantile,
shortcut=False,
q=q,
dim=dim,
interpolation=interpolation,
keep_attrs=keep_attrs,
)

if np.asarray(q, dtype=np.float64).ndim == 0:
out = out.drop_vars("quantile")
return out

def reduce(
self, func, dim=None, axis=None, keep_attrs=None, shortcut=True, **kwargs
):
Expand Down
92 changes: 92 additions & 0 deletions xarray/tests/test_groupby.py
Original file line number Diff line number Diff line change
Expand Up @@ -210,6 +210,98 @@ def test_da_groupby_quantile():
assert_identical(expected, actual)


def test_ds_groupby_quantile():
ds = xr.Dataset(
data_vars={"a": ("x", [1, 2, 3, 4, 5, 6])}, coords={"x": [1, 1, 1, 2, 2, 2]}
)

# Scalar quantile
expected = xr.Dataset({"a": ("x", [2, 5])}, coords={"x": [1, 2]})
actual = ds.groupby("x").quantile(0.5)
assert_identical(expected, actual)

# Vector quantile
expected = xr.Dataset(
data_vars={"a": (("x", "quantile"), [[1, 3], [4, 6]])},
coords={"x": [1, 2], "quantile": [0, 1]},
)
actual = ds.groupby("x").quantile([0, 1])
assert_identical(expected, actual)

# Multiple dimensions
ds = xr.Dataset(
data_vars={
"a": (
("x", "y"),
[[1, 11, 26], [2, 12, 22], [3, 13, 23], [4, 16, 24], [5, 15, 25]],
)
},
coords={"x": [1, 1, 1, 2, 2], "y": [0, 0, 1]},
)

actual_x = ds.groupby("x").quantile(0, dim=...)
expected_x = xr.Dataset({"a": ("x", [1, 4])}, coords={"x": [1, 2]})
assert_identical(expected_x, actual_x)

actual_y = ds.groupby("y").quantile(0, dim=...)
expected_y = xr.Dataset({"a": ("y", [1, 22])}, coords={"y": [0, 1]})
assert_identical(expected_y, actual_y)

actual_xx = ds.groupby("x").quantile(0)
expected_xx = xr.Dataset(
{"a": (("x", "y"), [[1, 11, 22], [4, 15, 24]])},
coords={"x": [1, 2], "y": [0, 0, 1]},
)
assert_identical(expected_xx, actual_xx)

actual_yy = ds.groupby("y").quantile(0)
expected_yy = xr.Dataset(
{"a": (("x", "y"), [[1, 26], [2, 22], [3, 23], [4, 24], [5, 25]])},
coords={"x": [1, 1, 1, 2, 2], "y": [0, 1]},
).transpose()
assert_identical(expected_yy, actual_yy)

times = pd.date_range("2000-01-01", periods=365)
x = [0, 1]
foo = xr.Dataset(
{"a": (("time", "x"), np.reshape(np.arange(365 * 2), (365, 2)))},
coords=dict(time=times, x=x),
)
g = foo.groupby(foo.time.dt.month)

actual = g.quantile(0, dim=...)
expected = xr.Dataset(
{
"a": (
"month",
[
0.0,
62.0,
120.0,
182.0,
242.0,
304.0,
364.0,
426.0,
488.0,
548.0,
610.0,
670.0,
],
)
},
coords={"month": np.arange(1, 13)},
)
assert_identical(expected, actual)

actual = g.quantile(0, dim="time").isel(month=slice(None, 2))
expected = xr.Dataset(
data_vars={"a": (("month", "x"), [[0.0, 1], [62.0, 63]])},
coords={"month": [1, 2], "x": [0, 1]},
)
assert_identical(expected, actual)


def test_da_groupby_assign_coords():
actual = xr.DataArray(
[[3, 4, 5], [6, 7, 8]], dims=["y", "x"], coords={"y": range(2), "x": range(3)}
Expand Down