Window¶

All supported window APIs

Expanding window functions

Expanding.aggregate(func, *args, **kwargs)

Expanding.apply(func[, raw, engine, ...])

Expanding.corr([other, pairwise, ddof, ...])

Expanding.count([numeric_only])

Compute the expanding count.

Expanding.cov([other, pairwise, ddof, ...])

Expanding.kurt([numeric_only])

Expanding.max([numeric_only, engine, ...])

Compute the expanding std.

Expanding.mean([numeric_only, engine, ...])

Compute the expanding mean.

Expanding.median([numeric_only, engine, ...])

Expanding.min([numeric_only, engine, ...])

Compute the expanding std.

Expanding.quantile(quantile[, ...])

Expanding.rank([method, ascending, pct, ...])

Expanding.sem([ddof, numeric_only])

Calculate the expanding standard error of mean.

Expanding.skew([numeric_only])

Expanding.std([ddof, numeric_only, engine, ...])

Compute the expanding std.

Expanding.sum([numeric_only, engine, ...])

Compute the expanding sum.

Expanding.var([ddof, numeric_only, engine, ...])

Compute the expanding var.

Rolling window functions

Rolling.aggregate(func, *args, **kwargs)

Rolling.apply(func[, raw, engine, ...])

Rolling.corr([other, pairwise, ddof, ...])

Calculate the rolling correlation.

Rolling.count([numeric_only])

Compute the rolling count.

Rolling.cov([other, pairwise, ddof, ...])

Rolling.kurt([numeric_only])

Rolling.max([numeric_only, engine, ...])

Compute the rolling max.

Rolling.mean([numeric_only, engine, ...])

Compute the rolling mean.

Rolling.median([numeric_only, engine, ...])

Rolling.min([numeric_only, engine, ...])

Compute the rolling min.

Rolling.quantile(quantile[, interpolation, ...])

Rolling.rank([method, ascending, pct, ...])

Rolling.sem([ddof, numeric_only])

Calculate the rolling standard error of mean.

Rolling.skew([numeric_only])

Rolling.std([ddof, numeric_only, engine, ...])

Compute the rolling std.

Rolling.sum([numeric_only, engine, ...])

Compute the rolling sum.

Rolling.var([ddof, numeric_only, engine, ...])

Compute the rolling var.