Window¶
Rolling objects are returned by .rolling
calls: pandas.DataFrame.rolling()
, pandas.Series.rolling()
, etc.
Expanding objects are returned by .expanding
calls: pandas.DataFrame.expanding()
, pandas.Series.expanding()
, etc.
EWM objects are returned by .ewm
calls: pandas.DataFrame.ewm()
, pandas.Series.ewm()
, etc.
Standard moving window functions¶
Rolling.count () |
The rolling count of any non-NaN observations inside the window. |
Rolling.sum (*args, **kwargs) |
Calculate rolling sum of given DataFrame or Series. |
Rolling.mean (*args, **kwargs) |
Calculate the rolling mean of the values. |
Rolling.median (**kwargs) |
Calculate the rolling median. |
Rolling.var ([ddof]) |
Calculate unbiased rolling variance. |
Rolling.std ([ddof]) |
Calculate rolling standard deviation. |
Rolling.min (*args, **kwargs) |
Calculate the rolling minimum. |
Rolling.max (*args, **kwargs) |
Calculate the rolling maximum. |
Rolling.corr ([other, pairwise]) |
Calculate rolling correlation. |
Rolling.cov ([other, pairwise, ddof]) |
Calculate the rolling sample covariance. |
Rolling.skew (**kwargs) |
Unbiased rolling skewness. |
Rolling.kurt (**kwargs) |
Calculate unbiased rolling kurtosis. |
Rolling.apply (func[, raw, args, kwargs]) |
The rolling function’s apply function. |
Rolling.aggregate (arg, *args, **kwargs) |
Aggregate using one or more operations over the specified axis. |
Rolling.quantile (quantile[, interpolation]) |
Calculate the rolling quantile. |
Window.mean (*args, **kwargs) |
Calculate the window mean of the values. |
Window.sum (*args, **kwargs) |
Calculate window sum of given DataFrame or Series. |
Standard expanding window functions¶
Expanding.count (**kwargs) |
The expanding count of any non-NaN observations inside the window. |
Expanding.sum (*args, **kwargs) |
Calculate expanding sum of given DataFrame or Series. |
Expanding.mean (*args, **kwargs) |
Calculate the expanding mean of the values. |
Expanding.median (**kwargs) |
Calculate the expanding median. |
Expanding.var ([ddof]) |
Calculate unbiased expanding variance. |
Expanding.std ([ddof]) |
Calculate expanding standard deviation. |
Expanding.min (*args, **kwargs) |
Calculate the expanding minimum. |
Expanding.max (*args, **kwargs) |
Calculate the expanding maximum. |
Expanding.corr ([other, pairwise]) |
Calculate expanding correlation. |
Expanding.cov ([other, pairwise, ddof]) |
Calculate the expanding sample covariance. |
Expanding.skew (**kwargs) |
Unbiased expanding skewness. |
Expanding.kurt (**kwargs) |
Calculate unbiased expanding kurtosis. |
Expanding.apply (func[, raw, args, kwargs]) |
The expanding function’s apply function. |
Expanding.aggregate (arg, *args, **kwargs) |
Aggregate using one or more operations over the specified axis. |
Expanding.quantile (quantile[, interpolation]) |
Calculate the expanding quantile. |
Exponentially-weighted moving window functions¶
EWM.mean (*args, **kwargs) |
Exponential weighted moving average. |
EWM.std ([bias]) |
Exponential weighted moving stddev. |
EWM.var ([bias]) |
Exponential weighted moving variance. |
EWM.corr ([other, pairwise]) |
Exponential weighted sample correlation. |
EWM.cov ([other, pairwise, bias]) |
Exponential weighted sample covariance. |