pandas.core.window.rolling.Rolling.quantile

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

Calculate the rolling quantile.

Parameters

quantilefloat

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

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

pandas.core.window.rolling.Rolling.aggregate pandas.core.window.rolling.Window.mean