Rolling.
quantile
Calculate the rolling quantile.
Quantile to compute. 0 <= quantile <= 1.
This optional parameter specifies the interpolation method to use, when the desired quantile lies between two data points i and j:
linear: i + (j - i) * fraction, where fraction is the fractional part of the index surrounded by i and j. lower: i. higher: j. nearest: i or j whichever is nearest. midpoint: (i + j) / 2.
linear: i + (j - i) * fraction, where fraction is the fractional part of the index surrounded by i and j.
lower: i.
higher: j.
nearest: i or j whichever is nearest.
midpoint: (i + j) / 2.
For NumPy compatibility and will not have an effect on the result.
Return type is the same as the original object.
See also
pandas.Series.rolling
Calling rolling with Series data.
pandas.DataFrame.rolling
Calling rolling with DataFrames.
pandas.Series.quantile
Aggregating quantile for Series.
pandas.DataFrame.quantile
Aggregating quantile for DataFrame.
Examples
>>> 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