IQR with Excel and python

In this article, we will learn how to utilize the functionalities provided by excel and python libraries to calculate IQR,

In previous article we saw how to calculate the IQR by hand with multiple methods. In this article, we will learn how to utilize the functionalities provided by excel and python libraries to achieve the same.

Calculating Interquartile Range with Excel and python libraries.

In the previous article, how to find IQR with mathematical formulae. Now we will learn to use these mathematical formulas implemented in Excel and various python libraries.

Formula for IQR (Inter Quartile Range)

image
IQR Formula, Inter Quartile Range formula

1. Excel Sheet and Google sheet

In all the quartile functions below, the format for the argument is the same.

QUARTILE(range, Qno)

QUARTILE(A1:A9, 1)

QUARTILE.INC(A1:A9, 1)

QUARTILE.EXC(A1:A9, 1)

Excel provides three functions to calculate quartile, quartile.exc and quartile.inc.

  1. Quartile()

Quartile provides answers similar to quartile.inc.

  1. Quartile.inc() 

Quartile.inc uses median inclusion method to find quartiles of the provided range of numbers and number of quartile in the function.

  1. Quartile.exc()

Inversely, Quartile.exc uses median exclusion to find quartiles of the provided range of numbers and numbers of quartile in the function.

In the following example, series column shows a2:a9 cells are filled with dataset. 

We are showing a quartile calculated left side table. We are calculating quartiles 1,2 and 3. Which are 25%, 50% and 75% respectively.

iqr sheet formula

We show formulas and arguments for calculating the IQR with each method.

In the following image, we show actual calculations and answers of the series

image 3

2. IQR with python numpy quantile function

Following is an example for calculating the quartiles and IQR using python NumPy library.

Python
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Python
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# import libraries
import numpy as np
import pandas as pd
# create list data series
series=[15,36,39,40,41,42,43,47,49]
# create dataframe and insert series as a column
df=pd.DataFrame(data=series,columns=['series'])
print(df)
Output
series
0      15
1      36
2      39
3      40
4      41
5      42
6      43
7      47
8      49
Python

Quartiles

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# calculate first quartile
q1=np.quantile(df,0.25)
# calculate second quartile
q2=np.quantile(df,0.5)
# calculate three quartile
q3=np.quantile(df,0.75)

print(f'Q1: {q1}\nQ2: {q2}\nQ3: {q3}')
# calculate IQR by substracting Q3 with Q1
print(f'IQR: {q3-q1}')
Output
Q1: 39.0
Q2: 41.0
Q3: 43.0
IQR: 4.0
Python

3. IQR with other methods of Quantile calculation

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# Load all the available methods provided by library.
methods=['inverted_cdf','averaged_inverted_cdf','closest_observation','interpolated_inverted_cdf','hazen','weibull','linear','median_unbiased','normal_unbiased']
# traverse through all methods and calculate IQR with each method.
for i in methods:
  print(i.upper())
  q1=np.quantile(df,0.25,method=i)
  q2=np.quantile(df,0.5,method=i)
  q3=np.quantile(df,0.75,method=i)
  print(f'Q1: {q1}\nQ2: {q2}\nQ3: {q3}')
  print(f'IQR: {q3-q1}\n\n')

INVERTED_CDF
Q1: 39
Q2: 41
Q3: 43
IQR: 4
INTERPOLATED_INVERTED_CDF
Q1: 36.75
Q2: 40.5
Q3: 42.75
IQR: 6.0
LINEAR
Q1: 39.0
Q2: 41.0
Q3: 43.0
IQR: 4.0
AVERAGED_INVERTED_CDF
Q1: 39.0
Q2: 41.0
Q3: 43.0
IQR: 4.0
HAZEN
Q1: 38.25
Q2: 41.0
Q3: 44.0
IQR: 5.75
MEDIAN_UNBIASED
Q1: 38.0
Q2: 41.0
Q3: 44.33333333333333
IQR: 6.333333333333329
CLOSEST_OBSERVATION
Q1: 36
Q2: 41
Q3: 43
IQR: 7
WEIBULL
Q1: 37.5
Q2: 41.0
Q3: 45.0
IQR: 7.5
NORMAL_UNBIASED
Q1: 38.0625
Q2: 41.0
Q3: 44.25
IQR: 6.1875

Inverted CDF:

  • Uses the inverse of the cumulative distribution function (CDF).
  • Finds the value where the CDF equals the desired quantile.
  • Produces the most accurate quantiles for large datasets but can be less effective for small datasets.

Averaged Inverted CDF:

  • Averages the inverted CDF values.
  • Improves smoothness and stability in the quantile calculation compared to the basic inverted CDF, especially for smaller datasets.

Closest Observation:

  • This method simply picks the closest actual observation (data point) as the quantile.
  • It does not interpolate between data points, which can make it less precise when working with small datasets or unevenly spaced data.

Interpolated Inverted CDF:

  • Similar to inverted CDF, but interpolates between data points to get a more accurate quantile.
  • This is useful for small datasets or datasets with unevenly spaced values.

Hazen:

  • Hazen’s method adjusts the position of quantiles slightly, aiming for a better approximation by averaging two adjacent data points if necessary.
  • It is often used in hydrology and other fields to get a smoother result.
  • It tries to balance precision for both small and large datasets.

Weibull:

  • This method is based on the Weibull plotting position formula.
  • It is particularly useful when analyzing data that follows a Weibull distribution, often used in reliability and survival analysis.
  • This method can yield different results than linear methods for highly skewed datasets.

Linear:

  • Assumes a linear interpolation between points when calculating quantiles.
  • This is one of the most commonly used methods and provides a straightforward interpolation of the data.
  • Works well with most types of datasets, especially if the data is evenly spaced.

Median Unbiased:

  • Ensures that the median of the sample is unbiased, meaning that the computed Q2 is as close as possible to the true median of the distribution.
  • This method tends to minimize bias but can have slight differences in how it handles Q1 and Q3.

Normal Unbiased:

  • Similar to median unbiased, but tailored to data that follow a normal distribution.
  • Works best when the dataset closely follows a bell curve, making it less applicable for skewed or non-normal data.

4. Python SciPy direct IQR calculation

In the above example, we calculated IQR with NumPy’s quartile function. Let’s calculate IQR directly using SciPy library. This library directly provides ability to calculate IQR of a series. It also provides different interpolation techniques for calculations. Linear, Lower, Higher, Nearest, Midpoint.

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interpol = ['linear', 'lower', 'higher', 'nearest', 'midpoint']
import scipy.stats
for i in interpol:
    print(i.upper())
    print(f'IQR: {scipy.stats.iqr(df,interpolation=i)}')
Output
LINEAR
IQR: 4.0
LOWER
IQR: 4
HIGHER
IQR: 4
NEAREST
IQR: 4
MIDPOINT
IQR: 4.0
Python

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