pandas.stats.moments.rolling_apply

pandas.stats.moments.rolling_apply(arg, window, func, min_periods=None, freq=None, center=False, time_rule=None)

Generic moving function application

arg : Series, DataFrame window : Number of observations used for calculating statistic func : function

Must produce a single value from an ndarray input

min_periods : int

Minimum number of observations in window required to have a value

freq : None or string alias / date offset object, default=None

Frequency to conform to before computing statistic

center : boolean, default False

Whether the label should correspond with center of window

y : type of input argument