Weighted quantiles with Python, including weighted median. This library is based on numpy, which is the only dependence.

The main methods are quantile and median. The input of quantile is a numpy array (data), a numpy array of weights of one dimension and the value of the quantile (between 0 and 1) to compute. The weighting is applied along the last axis. The method median is an alias to quantile(data, weights, 0.5).