Method: Polars::Expr#rolling_quantile

Defined in:

lib/polars/expr.rb

#rolling_quantile(quantile, interpolation: "nearest", window_size: 2, weights: nil, min_periods: nil, center: false) ⇒ Expr

Note:

This functionality is experimental and may change without it being considered a breaking change.

Note:

If you want to compute multiple aggregation statistics over the same dynamic window, consider using group_by_rolling this method can cache the window size computation.

Compute a rolling quantile.

Examples:

df = Polars::DataFrame.new({"A" => [1.0, 2.0, 3.0, 4.0, 6.0, 8.0]})
df.select(
  [
    Polars.col("A").rolling_quantile(0.33, window_size: 3)
  ]
)
# =>
# shape: (6, 1)
# ┌──────┐
# │ A    │
# │ ---  │
# │ f64  │
# ╞══════╡
# │ null │
# │ null │
# │ 1.0  │
# │ 2.0  │
# │ 3.0  │
# │ 4.0  │
# └──────┘

Parameters:

• quantile (Float) —

  Quantile between 0.0 and 1.0.

• interpolation ("nearest", "higher", "lower", "midpoint", "linear") (defaults to: "nearest") —

  Interpolation method.

• window_size (Integer) (defaults to: 2) —

  The length of the window. Can be a fixed integer size, or a dynamic temporal size indicated by a timedelta or the following string language:

  • 1ns (1 nanosecond)
  • 1us (1 microsecond)
  • 1ms (1 millisecond)
  • 1s (1 second)
  • 1m (1 minute)
  • 1h (1 hour)
  • 1d (1 day)
  • 1w (1 week)
  • 1mo (1 calendar month)
  • 1y (1 calendar year)
  • 1i (1 index count)

  If a timedelta or the dynamic string language is used, the by and closed arguments must also be set.

• weights (Array) (defaults to: nil) —

  An optional slice with the same length as the window that will be multiplied elementwise with the values in the window.

• min_periods (Integer) (defaults to: nil) —

  The number of values in the window that should be non-null before computing a result. If None, it will be set equal to window size.

• center (Boolean) (defaults to: false) —

  Set the labels at the center of the window

Returns:

• (Expr)

# File 'lib/polars/expr.rb', line 5602

def rolling_quantile(
  quantile,
  interpolation: "nearest",
  window_size: 2,
  weights: nil,
  min_periods: nil,
  center: false
)
  _from_rbexpr(
    _rbexpr.rolling_quantile(
      quantile, interpolation, window_size, weights, min_periods, center
    )
  )
end