pandas.core.window.Rolling.quantile¶
-
Rolling.
quantile
(quantile, interpolation='linear', **kwargs)[source]¶ rolling quantile.
Parameters: quantile : float
Quantile to compute. 0 <= quantile <= 1.
interpolation : {‘linear’, ‘lower’, ‘higher’, ‘midpoint’, ‘nearest’}
New in version 0.23.0.
This optional parameter specifies the interpolation method to use, when the desired quantile lies between two data points i and j:
- linear: i + (j - i) * fraction, where fraction is the fractional part of the index surrounded by i and j.
- lower: i.
- higher: j.
- nearest: i or j whichever is nearest.
- midpoint: (i + j) / 2.
**kwargs:
For compatibility with other rolling methods. Has no effect on the result.
Returns: Series or DataFrame
Returned object type is determined by the caller of the rolling calculation.
See also
pandas.Series.quantile
- Computes value at the given quantile over all data in Series.
pandas.DataFrame.quantile
- Computes values at the given quantile over requested axis in DataFrame.
Examples
>>> s = pd.Series([1, 2, 3, 4]) >>> s.rolling(2).quantile(.4, interpolation='lower') 0 NaN 1 1.0 2 2.0 3 3.0 dtype: float64
>>> s.rolling(2).quantile(.4, interpolation='midpoint') 0 NaN 1 1.5 2 2.5 3 3.5 dtype: float64