dask_expr._rolling.Rolling.quantile
dask_expr._rolling.Rolling.quantile¶
- Rolling.quantile(q)[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.
See also
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