pandas.stats.moments.expanding_quantile

pandas.stats.moments.expanding_quantile(arg, quantile, min_periods=1, freq=None)

Expanding quantile.

Parameters :

arg : Series, DataFrame

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.

Returns :

y : type of input argument

Notes

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).