I have a DataFrame with some columns. I'd like to add a new column where each row value is the quantile rank of one existing column.
I can use DataFrame.rank to rank a column, but then I don't know how to get the quantile number of this ranked value and to add this quantile number as a new colunm.
Example: if this is my DataFrame
df = pd.DataFrame(np.array([[1, 1], [2, 10], [3, 100], [4, 100]]), columns=['a', 'b'])
a b
0 1 1
1 2 10
2 3 100
3 4 100
and I'd like to know the quantile number (using 2 quantiles) of column b. I'd expect this result:
a b quantile
0 1 1 1
1 2 10 1
2 3 100 2
3 4 100 2