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

Rolling. kurt(**kwargs)[source]¶

Calculate unbiased rolling kurtosis.

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

See also

Series.rolling

Calling object with Series data.

DataFrame.rolling

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 rolling 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] fmt = "{0:.6f}" # limit the printed precision to 6 digits import scipy.stats print(fmt.format(scipy.stats.kurtosis(arr[:-1], bias=False))) -1.200000 print(fmt.format(scipy.stats.kurtosis(arr[1:], bias=False))) 3.999946 s = pd.Series(arr) s.rolling(4).kurt() 0 NaN 1 NaN 2 NaN 3 -1.200000 4 3.999946 dtype: float64