pandas.core.window.rolling.Rolling.kurt — pandas 2.2.3 documentation (original) (raw)

Rolling.kurt(numeric_only=False)[source]#

Calculate the rolling Fisher’s definition of kurtosis without bias.

Parameters:

numeric_onlybool, default False

Include only float, int, boolean columns.

Added in version 1.5.0.

Returns:

Series or DataFrame

Return type is the same as the original object with np.float64 dtype.

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[1:], bias=False):.6f}") 3.999946 s = pd.Series(arr) s.rolling(4).kurt() 0 NaN 1 NaN 2 NaN 3 -1.200000 4 3.999946 dtype: float64