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: list[openbb_core.provider.abstract.data.Data]

The time series data as a list of data points.

• Optional: False

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target: str

The name of the column for which to calculate the quantile.

• Optional: False

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window: int

The number of observations used for calculating the rolling measure.

• Default: 21

• Optional: True

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quantile_pct: float

The quantile percentage to calculate (e.g., 0.5 for median), default is 0.5.

• Default: 0.5

• Optional: True

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index: str

The name of the index column, default is 'date'.

• Default: date

• Optional: True

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Returns

results: list[Data]

Serializable results.

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provider: None

Provider name.

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warnings: Optional[list[Warning_]]

list of warnings.

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chart: Optional[Chart]

Chart object.

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extra: dict[str, Any]

Extra info.

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