We can create the ECDF with
import numpy as np
from statsmodels.distributions.empirical_distribution import ECDF
ecdf = ECDF([3, 3, 1, 4])
and obtain then ECDF at point with
ecdf(x)
However, what if I want to know the x for percentile 97.5% ?
From http://www.statsmodels.org/stable/generated/statsmodels.distributions.empirical_distribution.ECDF.html?highlight=ecdf, it seems like not been implemented.
Is there any way to do this? Or any other libraries?