Inter-Quartile Range Function¶

The inter-quartile range function computes the inter-quartile range of the data in a sliding window. The inter-quartile range is the difference between the \(75^{th}\) and \(25^{th}\) percentiles of the data and can be defined as:

\[ \text{IQR} = \text{Q3} - \text{Q1} \]

where \(\text{Q1}\) and \(\text{Q3}\) are the \(25^{th}\) and \(75^{th}\) percentiles of the data, respectively.

Compute the inter-quartile range of the values in x.

Parameters:

Name	Type	Description	Default
`x`	`ndarray`	The array to compute the IQR of.	required
`method`	`str`	The method to use when computing the quantiles. Default is 'linear'. See `numpy.quantile` for more information.	`'linear'`
`where`	`Callable[[Union[int, float, int_, float_]], Union[bool, bool_]]`	A function that takes a value and returns `True` or `False`. Default is `lambda x: not np.isnan(x)` i.e. a measurement is valid if it is not a `NaN` value.	`lambda : not numpy.isnan(x)`

Returns:

Type	Description
`Union[float, float_]`	The IQR of the values in `x`.

Examples¶

import numpy as np
import autonfeat as aft
import autonfeat.functional as F

# Random data
n_samples = 100
x = np.random.rand(n_samples)

# Create sliding window
ws = 10
ss = 10
window = aft.SlidingWindow(window_size=ws, step_size=ss)

# Get featurizer
featurizer = window.use(F.iqr_tf)

# Get features
features = featurizer(x)

# Print features
print(features)

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