pandas.stats.moments.expanding_median

pandas.stats.moments.expanding_median(arg, min_periods=1, freq=None, **kwargs)

O(N log(window)) implementation using skip list

Expanding median.

Parameters:

arg : Series, DataFrame

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.

Returns:

y : type of input argument