You might be interested in the SciPy Stats package. It has the percentile function you’re after and many other statistical goodies.
percentile()
is available in numpy
too.
import numpy as np
a = np.array([1,2,3,4,5])
p = np.percentile(a, 50) # return 50th percentile, e.g median.
print p
3.0
This ticket leads me to believe they won’t be integrating percentile()
into numpy anytime soon.