Rolling.quantile(quantile)[source]

Calculate the rolling quantile.

This docstring was copied from pandas.core.window.rolling.Rolling.quantile.

Some inconsistencies with the Dask version may exist.

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’} (Not supported in Dask)

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 (Not supported in Dask)

Include only float, int, boolean columns.

New in version 1.5.0.

Returns
Series or DataFrame

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

`pandas.Series.rolling`

Calling rolling with Series data.

`pandas.DataFrame.rolling`

Calling rolling with DataFrames.

`pandas.Series.quantile`

Aggregating quantile for Series.

`pandas.DataFrame.quantile`

Aggregating quantile for DataFrame.

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
```