pandas.rolling_quantile(arg, window, quantile, min_periods=None, freq=None, center=False)

Moving quantile.

Parameters :

arg : Series, DataFrame

window : int

Size of the moving window. This is the number of observations used for calculating the statistic.

quantile : float

0 <= quantile <= 1

min_periods : int, default None

Minimum number of observations in window required to have a value (otherwise result is NA).

freq : string or DateOffset object, optional (default None)

Frequency to conform the data to before computing the statistic. Specified as a frequency string or DateOffset object.

center : boolean, default False

Whether the label should correspond with center of window

Returns :

y : type of input argument


By default, the result is set to the right edge of the window. This can be changed to the center of the window by setting center=True.

The freq keyword is used to conform time series data to a specified frequency by resampling the data. This is done with the default parameters of resample() (i.e. using the mean).