pandas.core.window.expanding.Expanding.quantile¶

Expanding.quantile(quantile, interpolation='linear', **kwargs)[source]¶

Calculate the expanding quantile.

Parameters

quantilefloat

Quantile to compute. 0 <= quantile <= 1.

interpolation{‘linear’, ‘lower’, ‘higher’, ‘midpoint’, ‘nearest’}

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 NumPy compatibility and will not have an effect on the result.

Returns

Series or DataFrame: Return type is the same as the original object.