I need to find which percentile of a group of numbers is over a threshold value. Is there a way that this can be speed up? My implementation is much too slow for the intended application. In case this changes anything, I am running my program using mpirun -np 100 python program.py. I cannot use numba, as the rest of this program uses try/except statements.

import numpy as np
my_vals = []
threshold_val = 0.065
for i in range(60000):
    my_vals.append(np.random.normal(0.05, 0.02))

for i in np.arange(0,100,0.001):
    if np.percentile(my_vals,i) > threshold_val:
        perc = 1*i
        break
else: perc = 100

I need to find which percentile of a group of numbers is over a threshold value. Is there a way that this can be speed up? My implementation is much too slow for the intended application. In case this changes anything, I am running my program using mpirun -np 100 python program.py. I cannot use numba, as the rest of this program uses try/except statements.

import numpy as np
my_vals = []
threshold_val = 0.065
for i in range(60000):
    my_vals.append(np.random.normal(0.05, 0.02))

upper_bound = 100
lower_bound = 0
perc = 50.0
val = np.percentile(my_vals, perc)
while abs(val - threshold_val) > 0.00001:
    print val
    if val > threshold_val:
        upper_bound = perc
        perc = (perc + lower_bound)/2
    else:
        lower_bound = perc
        perc = (perc+upper_bound)/2
    val = np.percentile(my_vals, perc)

print perc