Rolling

Rolling window operations for calculating statistics over a sliding window.

Example

import pandasCore as pd

s = pd.Series([1, 2, 3, 4, 5])
s.rolling(window=3).mean()  # [NaN, NaN, 2.0, 3.0, 4.0]
s.rolling(window=3).sum()   # [NaN, NaN, 6.0, 9.0, 12.0]

Parameters

Parameter	Type	Default	Description
window	int	required	Size of moving window
min_periods	int	None	Minimum observations needed
center	bool	False	Set labels at center
win_type	str	None	Window type for weighted
on	str	None	Column to use for window
axis	int	0	Axis to roll on
closed	str	None	Which side is closed

Methods

Method	Description
count()	Count of observations
sum()	Sum of values
mean()	Mean of values
median()	Median of values
var()	Variance
std()	Standard deviation
min()	Minimum
max()	Maximum
corr()	Correlation
cov()	Covariance
skew()	Skewness
kurt()	Kurtosis
apply(func)	Apply custom function
agg(func)	Aggregate with function(s)
quantile(q)	Quantile
sem()	Standard error of mean
rank()	Rank