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

Rolling.quantile(q, interpolation='linear', numeric_only=False)[source]#

Calculate the rolling quantile.

Parameters:

quantilefloat

Quantile to compute. 0 <= quantile <= 1.

Deprecated since version 2.1.0: This will be renamed to ‘q’ in a future version.

interpolation{‘linear’, ‘lower’, ‘higher’, ‘midpoint’, ‘nearest’}

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.

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.

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