pandas.core.window.Expanding.kurt — pandas 0.24.0rc1 documentation (original) (raw)

Expanding. kurt(**kwargs)[source]¶

Calculate unbiased expanding kurtosis.

This function uses Fisher’s definition of kurtosis without bias.

See also

Series.expanding

Calling object with Series data.

DataFrame.expanding

Calling object with DataFrames.

Series.kurt

Equivalent method for Series.

DataFrame.kurt

Equivalent method for DataFrame.

scipy.stats.skew

Third moment of a probability density.

scipy.stats.kurtosis

Reference SciPy method.

Notes

A minimum of 4 periods is required for the expanding calculation.

Examples

The example below will show an expanding calculation with a window size of four matching the equivalent function call using scipy.stats.

arr = [1, 2, 3, 4, 999] import scipy.stats fmt = "{0:.6f}" # limit the printed precision to 6 digits print(fmt.format(scipy.stats.kurtosis(arr[:-1], bias=False))) -1.200000 print(fmt.format(scipy.stats.kurtosis(arr, bias=False))) 4.999874 s = pd.Series(arr) s.expanding(4).kurt() 0 NaN 1 NaN 2 NaN 3 -1.200000 4 4.999874 dtype: float64