python equivalent of qnorm, qf and qchi2 of R

python, r, scipy

Solution

You may find probability distributions in `scipy.stats`. Every distribution defines a set of functions, for example if you go to `norm` distribution and scroll down the page you may find the methods which include

ppf(q, loc=0, scale=1)  # Percent point function (inverse of cdf — percentiles)

that is what `scipy` calls Percent point function and does what `R` `q` functions does.

For example:

>>> from scipy.stats import norm
>>> norm.ppf(.5)  # half of the mass is before zero
0.0

Same interface for other distributions, say `chi^2`:

>>> from scipy.stats import chi2
>>> chi2.ppf(.8, df=2) # two degress of freedom
3.2188758248682015

Problem

I need the quantile of some distributions in python. In r it is possible to compute these values using the qf, qnorm and qchi2 functions. Is there any python equivalent of these R functions? I have been looking on scipy but I did non find anything.

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