[WIP]: Add quantile shortcut

pandas/core/groupby.py

@@ -1024,6 +1024,22 @@ def mean(self, *args, **kwargs):
             f = lambda x: x.mean(axis=self.axis)
             return self._python_agg_general(f)
 
+    @Substitution(name='groupby')
+    @Appender(_doc_template)
+    def quantile(self, *args, **kwargs):
+        """
+        Compute quantile of groups, excluding missing values
+        """
+        nv.validate_groupby_func('quantile', args, kwargs)
+        try:
+            return self._cython_agg_general('quantile')
+        except GroupByError:
+            raise
+        except Exception:  # pragma: no cover
+            self._set_group_selection()
+            f = lambda x: x.quantile(axis=self.axis)
+            return self._python_agg_general(f)
+
     @Substitution(name='groupby')
     @Appender(_doc_template)
     def median(self):

pandas/tseries/resample.py

@@ -329,6 +329,23 @@ def aggregate(self, arg, *args, **kwargs):
     agg = aggregate
     apply = aggregate
 
+    def quantile(self, arg, *args, **kwargs):
+        """
+        quantile method on resample - `resample(..).quantile(..)`
+        is a short-cut to `resample.agg(lambda x: x.quantile(0.75))`
+        Parameters
+        ----------
+        arg : lambda function
+
+        Examples
+        --------
+        >>> resampled.quantile(0.75)
+
+        Returns
+        -------
+        """
+        return self.agg(lambda x: x.quantile(arg), *args, **kwargs)
+
     def transform(self, arg, *args, **kwargs):
         """
         Call function producing a like-indexed Series on each group and return