pandas.core.window.Expanding.quantile

Expanding.quantile(self, quantile, interpolation='linear', **kwargs)

Calculate the expanding 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 expanding methods. Has no effect on the result.

Returns:

Series or DataFrame

Returned object type is determined by the caller of the expanding calculation.

See also

Series.quantile

Computes value at the given quantile over all data in Series.

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