def call_cython(arg, window, minp, args=(), kwargs={}, **kwds):
minp = check_minp(minp, window)
return func(arg, window, minp, **kwds)
return _rolling_moment(arg, window, call_cython, min_periods, freq=freq,
center=center, how=how, **kwargs)
return f
rolling_max = _rolling_func(algos.roll_max2, 'Moving maximum.', how='max')
rolling_min = _rolling_func(algos.roll_min2, 'Moving minimum.', how='min')
rolling_sum = _rolling_func(algos.roll_sum, 'Moving sum.')
rolling_mean = _rolling_func(algos.roll_mean, 'Moving mean.')
rolling_median = _rolling_func(algos.roll_median_cython, 'Moving median.',
how='median')
_ts_std = lambda *a, **kw: _zsqrt(algos.roll_var(*a, **kw))
rolling_std = _rolling_func(_ts_std, 'Unbiased moving standard deviation.',
check_minp=_require_min_periods(1))
rolling_var = _rolling_func(algos.roll_var, 'Unbiased moving variance.',
check_minp=_require_min_periods(1))
rolling_skew = _rolling_func(algos.roll_skew, 'Unbiased moving skewness.',
check_minp=_require_min_periods(3))
rolling_kurt = _rolling_func(algos.roll_kurt, 'Unbiased moving kurtosis.',
check_minp=_require_min_periods(4))
def rolling_quantile(arg, window, quantile, min_periods=None, freq=None,
center=False):
"""Moving quantile.
Parameters
def f(arg, *args, **kwargs):
minp = _require_min_periods(1)(self.min_periods, window)
return _zsqrt(algos.roll_var(arg, window, minp, ddof))
center=center,
how=how,
**kwargs)
return f
rolling_max = _rolling_func(algos.roll_max2, 'Moving maximum.', how='max')
rolling_min = _rolling_func(algos.roll_min2, 'Moving minimum.', how='min')
rolling_sum = _rolling_func(algos.roll_sum, 'Moving sum.')
rolling_mean = _rolling_func(algos.roll_mean, 'Moving mean.')
rolling_median = _rolling_func(algos.roll_median_cython,
'Moving median.',
how='median')
_ts_std = lambda *a, **kw: _zsqrt(algos.roll_var(*a, **kw))
rolling_std = _rolling_func(_ts_std,
'Unbiased moving standard deviation.',
check_minp=_require_min_periods(1))
rolling_var = _rolling_func(algos.roll_var,
'Unbiased moving variance.',
check_minp=_require_min_periods(1))
rolling_skew = _rolling_func(algos.roll_skew,
'Unbiased moving skewness.',
check_minp=_require_min_periods(3))
rolling_kurt = _rolling_func(algos.roll_kurt,
'Unbiased moving kurtosis.',
check_minp=_require_min_periods(4))
def rolling_quantile(arg,
def f(arg, *args, **kwargs):
minp = _require_min_periods(1)(self.min_periods, window)
return _zsqrt(algos.roll_var(arg, window, minp, ddof))