pandas.rolling_apply

pandas.rolling_apply(arg, window, func, min_periods=None, freq=None, center=False, args=(), kwargs={})

Generic moving function application.

Parameters:

arg : Series, DataFrame

window : int

Size of the moving window. This is the number of observations used for calculating the statistic.

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.

center : boolean, default False

Whether the label should correspond with center of window

args : tuple

Passed on to func

kwargs : dict

Passed on to func

Returns:

y : type of input argument

Notes

By default, the result is set to the right edge of the window. This can be changed to the center of the window by setting center=True.

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).