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

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

Calculate the expanding quantile.

Parameters:	quantile : float 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 expanding methods. Has no effect on the result.
Returns:	Series or DataFrame Returned object type is determined by the caller of the expanding calculation.

Parameters:

quantile : float 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 expanding methods. Has no effect on the result.

Returns:

Series or DataFrame Returned object type is determined by the caller of the expanding calculation.

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