pandas.stats.moments.expanding_apply

pandas.stats.moments.expanding_apply(arg, func, min_periods=1, freq=None, args=(), kwargs={})

Generic expanding function application.

Parameters:

arg : Series, DataFrame

func : function

Must produce a single value from an ndarray input

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.

args : tuple

Passed on to func

kwargs : dict

Passed on to func

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).