From: Christopher Barrington-Leigh on
There is a function scipy.stats.mstats.mquantiles that returns
quantiles for a vector of data.
But my data should not be uniformly weighted in an estimate of the
distribution, since they are from a survey and come with estimated
sampling weights based on the stratification used in sampling.

Is there a routine to calculate these quantiles taking into account
the survey weights? I can find nothing, so maybe you have had the
same problem and written something.