I have an array A (of size m x n), and a percentage p in (0,1). I need to produce an m x n boolean array B, with “True” in in the (i,j) entry if A[i,j] is in p^{th} quantile of the column A[:,j].

Here is the code I have used so far.

import numpy as np

m = 200
n = 300

A = np.random.rand(m, n)

p = 0.3

quant_levels = np.zeros(n)
 
for i in range(n):
    quant_levels[i] = np.quantile(A[:,i],p)
    
B = np.array(A >= quant_levels)

Many thanks!