The IRIS "Fast percentile issue" #3294: This touches on our needs because the ETCCDI is rather picky about percentiles. According to them (as per implementation in reference code), the method to calculate the percentile should be Hyndman & Fan method #8 . This is also the preferred method by NIST. This method is available in the R package and in scipy.stats.mstats.mquantile. The method is however not available in numpy.percentile, and there seems to be some confusion regarding methods and their implementation.
 Hyndman, R.J.; Fan, Y., 1996. American Statistician, 50 (4): 361–365. doi:10.2307/2684934. JSTOR 2684934.