quantile
Calculate the rolling quantile of a target column within a given window size at a specified quantile percentage.
Quantiles are points dividing the range of a probability distribution into intervals with equal probabilities, or dividing the sample in the same way. This function is useful for understanding the distribution of data within a specified window, allowing for analysis of trends, identification of outliers, and assessment of risk.
Parameters
- standard
data: ForwardRef('Data') | ForwardRef('DataFrame') | ForwardRef('Series') | ForwardRef('ndarray') | dict | list
target: str
window: int
Default: 21
quantile_pct: float
Default: 0.5
index: str
Default: date
Returns
results: list[Data]
Serializable results.
provider: str
Provider name.
warnings: Optional[list[Warning_]]
list of warnings.
chart: Optional[Chart]
Chart object.
extra: dict[str, Any]
Extra info.
Data
- standard