Table Of Contents

Search

Enter search terms or a module, class or function name.

pandas.core.window.Rolling.kurt

Rolling.kurt(**kwargs)[source]

Calculate unbiased rolling 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 rolling calculation

See also

Series.rolling
Calling object with Series data
DataFrame.rolling
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 rolling calculation.

Examples

The example below will show a rolling calculation with a window size of four matching the equivalent function call using scipy.stats.

>>> arr = [1, 2, 3, 4, 999]
>>> fmt = "{0:.6f}"  # limit the printed precision to 6 digits
>>> import scipy.stats
>>> print(fmt.format(scipy.stats.kurtosis(arr[:-1], bias=False)))
-1.200000
>>> print(fmt.format(scipy.stats.kurtosis(arr[1:], bias=False)))
3.999946
>>> s = pd.Series(arr)
>>> s.rolling(4).kurt()
0         NaN
1         NaN
2         NaN
3   -1.200000
4    3.999946
dtype: float64
Scroll To Top