call_cython,
min_periods,
freq=freq,
time_rule=time_rule,
**kwargs)
return f
rolling_max = _rolling_func(_tseries.roll_max, 'Moving maximum')
rolling_min = _rolling_func(_tseries.roll_min, 'Moving minimum')
rolling_sum = _rolling_func(_tseries.roll_sum, 'Moving sum')
rolling_mean = _rolling_func(_tseries.roll_mean, 'Moving mean')
rolling_median = _rolling_func(_tseries.roll_median_cython, 'Moving median')
_ts_std = lambda *a, **kw: np.sqrt(_tseries.roll_var(*a, **kw))
rolling_std = _rolling_func(_ts_std,
'Unbiased moving standard deviation',
check_minp=_require_min_periods(2))
rolling_var = _rolling_func(_tseries.roll_var,
'Unbiased moving variance',
check_minp=_require_min_periods(2))
rolling_skew = _rolling_func(_tseries.roll_skew,
'Unbiased moving skewness',
check_minp=_require_min_periods(3))
rolling_kurt = _rolling_func(_tseries.roll_kurt,
'Unbiased moving kurtosis',
check_minp=_require_min_periods(4))
def rolling_quantile(arg,
def f(arg, window, min_periods=None, freq=None, time_rule=None, **kwargs):
def call_cython(arg, window, minp, **kwds):
minp = check_minp(minp, window)
return func(arg, window, minp, **kwds)
return _rolling_moment(arg, window, call_cython, min_periods,
freq=freq, time_rule=time_rule, **kwargs)
return f
rolling_max = _rolling_func(_tseries.roll_max, 'Moving maximum')
rolling_min = _rolling_func(_tseries.roll_min, 'Moving minimum')
rolling_sum = _rolling_func(_tseries.roll_sum, 'Moving sum')
rolling_mean = _rolling_func(_tseries.roll_mean, 'Moving mean')
rolling_median = _rolling_func(_tseries.roll_median_cython, 'Moving median')
_ts_std = lambda *a, **kw: np.sqrt(_tseries.roll_var(*a, **kw))
rolling_std = _rolling_func(_ts_std, 'Unbiased moving standard deviation',
check_minp=_require_min_periods(2))
rolling_var = _rolling_func(_tseries.roll_var, 'Unbiased moving variance',
check_minp=_require_min_periods(2))
rolling_skew = _rolling_func(_tseries.roll_skew, 'Unbiased moving skewness',
check_minp=_require_min_periods(3))
rolling_kurt = _rolling_func(_tseries.roll_kurt, 'Unbiased moving kurtosis',
check_minp=_require_min_periods(4))
def rolling_quantile(arg, window, quantile, min_periods=None, freq=None,
time_rule=None):
"""Moving quantile
Parameters
----------
def f(arg, window, min_periods=None, freq=None, time_rule=None, **kwargs):
def call_cython(arg, window, minp, **kwds):
minp = check_minp(minp, window)
return func(arg, window, minp, **kwds)
return _rolling_moment(arg, window, call_cython, min_periods,
freq=freq, time_rule=time_rule, **kwargs)
return f
rolling_max = _rolling_func(lib.roll_max2, 'Moving maximum')
rolling_min = _rolling_func(lib.roll_min2, 'Moving minimum')
rolling_sum = _rolling_func(lib.roll_sum, 'Moving sum')
rolling_mean = _rolling_func(lib.roll_mean, 'Moving mean')
rolling_median = _rolling_func(lib.roll_median_cython, 'Moving median')
_ts_std = lambda *a, **kw: _zsqrt(lib.roll_var(*a, **kw))
rolling_std = _rolling_func(_ts_std, 'Unbiased moving standard deviation',
check_minp=_require_min_periods(2))
rolling_var = _rolling_func(lib.roll_var, 'Unbiased moving variance',
check_minp=_require_min_periods(2))
rolling_skew = _rolling_func(lib.roll_skew, 'Unbiased moving skewness',
check_minp=_require_min_periods(3))
rolling_kurt = _rolling_func(lib.roll_kurt, 'Unbiased moving kurtosis',
check_minp=_require_min_periods(4))
def rolling_quantile(arg, window, quantile, min_periods=None, freq=None,
time_rule=None):
"""Moving quantile
Parameters
----------
def f(arg, window, min_periods=None, freq=None, time_rule=None, **kwargs):
def call_cython(arg, window, minp, **kwds):
minp = check_minp(minp, window)
return func(arg, window, minp, **kwds)
return _rolling_moment(arg, window, call_cython, min_periods,
freq=freq, time_rule=time_rule, **kwargs)
return f
rolling_max = _rolling_func(lib.roll_max2, 'Moving maximum')
rolling_min = _rolling_func(lib.roll_min2, 'Moving minimum')
rolling_sum = _rolling_func(lib.roll_sum, 'Moving sum')
rolling_mean = _rolling_func(lib.roll_mean, 'Moving mean')
rolling_median = _rolling_func(lib.roll_median_cython, 'Moving median')
_ts_std = lambda *a, **kw: _zsqrt(lib.roll_var(*a, **kw))
rolling_std = _rolling_func(_ts_std, 'Unbiased moving standard deviation',
check_minp=_require_min_periods(1))
rolling_var = _rolling_func(lib.roll_var, 'Unbiased moving variance',
check_minp=_require_min_periods(1))
rolling_skew = _rolling_func(lib.roll_skew, 'Unbiased moving skewness',
check_minp=_require_min_periods(3))
rolling_kurt = _rolling_func(lib.roll_kurt, 'Unbiased moving kurtosis',
check_minp=_require_min_periods(4))
def rolling_quantile(arg, window, quantile, min_periods=None, freq=None,
time_rule=None):
"""Moving quantile
Parameters
----------