pandas.core.window.expanding.Expanding.kurt¶
- Expanding.kurt(**kwargs)[source]¶
Calculate the expanding Fisher’s definition of kurtosis without bias.
- Parameters
- **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.
See also
scipy.stats.kurtosisReference SciPy method.
pandas.Series.expandingCalling expanding with Series data.
pandas.DataFrame.expandingCalling expanding with DataFrames.
pandas.Series.kurtAggregating kurt for Series.
pandas.DataFrame.kurtAggregating kurt for DataFrame.
Notes
A minimum of four periods is required for the calculation.
Examples
The example below will show a rolling calculation with a window size of four matching the equivalent function call using scipy.stats.
>>> arr = [1, 2, 3, 4, 999] >>> import scipy.stats >>> print(f"{scipy.stats.kurtosis(arr[:-1], bias=False):.6f}") -1.200000 >>> print(f"{scipy.stats.kurtosis(arr, bias=False):.6f}") 4.999874 >>> s = pd.Series(arr) >>> s.expanding(4).kurt() 0 NaN 1 NaN 2 NaN 3 -1.200000 4 4.999874 dtype: float64