pandas.rolling_quantile¶
- pandas.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