pandas.core.window.Expanding.kurt¶
-
Expanding.
kurt
(**kwargs)[source]¶ Calculate unbiased expanding kurtosis.
This function uses Fisher’s definition of kurtosis without bias.
Parameters: **kwargs
Under Review.
Returns: Series or DataFrame
Returned object type is determined by the caller of the expanding calculation
See also
Series.expanding
- Calling object with Series data
DataFrame.expanding
- Calling object with DataFrames
Series.kurt
- Equivalent method for Series
DataFrame.kurt
- Equivalent method for DataFrame
scipy.stats.skew
- Third moment of a probability density
scipy.stats.kurtosis
- Reference SciPy method
Notes
A minimum of 4 periods is required for the expanding calculation.
Examples
The example below will show an expanding calculation with a window size of four matching the equivalent function call using scipy.stats.
>>> arr = [1, 2, 3, 4, 999] >>> import scipy.stats >>> fmt = "{0:.6f}" # limit the printed precision to 6 digits >>> print(fmt.format(scipy.stats.kurtosis(arr[:-1], bias=False))) -1.200000 >>> print(fmt.format(scipy.stats.kurtosis(arr, bias=False))) 4.999874 >>> s = pd.Series(arr) >>> s.expanding(4).kurt() 0 NaN 1 NaN 2 NaN 3 -1.200000 4 4.999874 dtype: float64