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

Moving quantile

Parameters :

arg : Series, DataFrame

window : Number of observations used for calculating statistic

quantile : 0 <= quantile <= 1

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

time_rule : Legacy alias for freq

Returns :

y : type of input argument