OpenBB/website/content/platform/reference/quantitative/stats/quantile.md

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quantile	Calculate the quantile of a target column at a specified quantile percentage	quantitative stats quantile

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Calculate the quantile of a target column at a specified quantile percentage.

Quantiles are points dividing the range of a probability distribution into intervals with equal probabilities, or dividing the sample in the same way.

Examples

from openbb import obb
# Get Quantile.
stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
returns = stock_data["close"].pct_change().dropna()
obb.quantitative.stats.quantile(data=returns, target="close", quantile_pct=0.75)
obb.quantitative.stats.quantile(target='close', data=[{'date': '2023-01-02', 'close': 0.05}, {'date': '2023-01-03', 'close': 0.08}, {'date': '2023-01-04', 'close': 0.07}, {'date': '2023-01-05', 'close': 0.06}, {'date': '2023-01-06', 'close': 0.06}])

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Parameters

Name	Type	Description	Default	Optional
data	List[Data]	The time series data as a list of data points.		False
target	str	The name of the column for which to calculate the quantile.		False
quantile_pct	NonNegativeFloat, optional	The quantile percentage to calculate (e.g., 0.5 for median), default is 0.5.		False

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Returns

OBBject
    results : List[Data]
        An object containing the rolling quantile values with the median.