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Description
It was decided not to add quantile to array-api (data-apis/array-api#795), partly because scipy added array API support to their quantile (scipy/scipy#22352) and partly due to complications (many methods, weight support, nan support).
This RFC is mostly motivated by usage in scikit-learn (as seen from data-apis/array-api#795 (comment) its not used much in other packages).
Although scipy does have an array API quantile, due to our min scipy version, we are currently not able to use it (e.g., scikit-learn/scikit-learn#31671).
More generally, it seems to be a commonly enough used function (which is implemented many array libraries) to warrant considering adding it to here, and having a consistent, single source.
Not sure who would be interested but maybe:
cc @betatim @ogrisel @lorentzenchr (and @rgommers who suggested it)