pandas.stats.moments.rolling_quantile

pandas.stats.moments.rolling_quantile(arg, window, quantile, min_periods=None, time_rule=None)

Moving quantile

Parameters :

arg : Series, DataFrame

window : Number of observations used for calculating statistic

quantile : 0 <= quantile <= 1

min_periods : int

Minimum number of observations in window required to have a value

time_rule : {None, ‘WEEKDAY’, ‘EOM’, 'W@MON‘, ...}, default=None

Name of time rule to conform to before computing statistic

Returns :

y : type of input argument