Rolling.quantile(quantile, interpolation='linear', **kwargs)
[source]
rolling quantile.
Parameters: |
quantile : float Quantile to compute. 0 <= quantile <= 1. interpolation : {‘linear’, ‘lower’, ‘higher’, ‘midpoint’, ‘nearest’} New in version 0.23.0. This optional parameter specifies the interpolation method to use, when the desired quantile lies between two data points
**kwargs: For compatibility with other rolling methods. Has no effect on the result. |
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Returns: |
Series or DataFrame Returned object type is determined by the caller of the rolling calculation. |
See also
pandas.Series.quantile
pandas.DataFrame.quantile
>>> s = pd.Series([1, 2, 3, 4]) >>> s.rolling(2).quantile(.4, interpolation='lower') 0 NaN 1 1.0 2 2.0 3 3.0 dtype: float64
>>> s.rolling(2).quantile(.4, interpolation='midpoint') 0 NaN 1 1.5 2 2.5 3 3.5 dtype: float64
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http://pandas.pydata.org/pandas-docs/version/0.23.4/generated/pandas.core.window.Rolling.quantile.html