Hi @andreas-h,
I'm looking into this PR (sorry for the delay) and I'm wondering why not to call numpy.around directly instead of writing a custom quantize function.

```
In [23]: print np.around.__doc__

    Evenly round to the given number of decimals.

    Parameters
    ----------
    a : array_like
        Input data.
    decimals : int, optional
        Number of decimal places to round to (default: 0).  If
        decimals is negative, it specifies the number of positions to
        the left of the decimal point.
    out : ndarray, optional
        Alternative output array in which to place the result. It must have
        the same shape as the expected output, but the type of the output
        values will be cast if necessary. See `doc.ufuncs` (Section
        "Output arguments") for details.

    Returns
    -------
    rounded_array : ndarray
        An array of the same type as `a`, containing the rounded values.
        Unless `out` was specified, a new array is created.  A reference to
        the result is returned.

        The real and imaginary parts of complex numbers are rounded
        separately.  The result of rounding a float is a float.
```

numpy.arount also takes an optional parameter *decimals* that seems to have the same semantics of *least_significant_digit*.

Do I miss something?