pandas 0.9.0 documentation

pandas.stats.moments.expanding_quantile

pandas.stats.moments.expanding_quantile(arg, quantile, min_periods=1, freq=None, time_rule=None)

Expanding quantile

Parameters :

arg : Series, DataFrame

quantile : 0 <= quantile <= 1

min_periods : int

Minimum number of observations in window required to have a value

freq : None or string alias / date offset object, default=None

Frequency to conform to before computing statistic

Returns :

y : type of input argument