xorbits.pandas.window.Rolling.kurt

Rolling.kurt(*args, **kwargs)

Calculate the rolling Fisher’s definition of kurtosis without bias.

参数

numeric_only (bool, default False (Not supported yet)) –

Include only float, int, boolean columns.

1.5.0(pandas) 新版功能.

返回

Return type is the same as the original object with np.float64 dtype.

返回类型

Series or DataFrame

参见

scipy.stats.kurtosis

Reference SciPy method.

pandas.Series.rolling

Calling rolling with Series data.

pandas.DataFrame.rolling

Calling rolling with DataFrames.

pandas.Series.kurt

Aggregating kurt for Series.

pandas.DataFrame.kurt

Aggregating kurt for DataFrame.

提示

A minimum of four periods is required for the calculation.

实际案例

The example below will show a rolling calculation with a window size of four matching the equivalent function call using scipy.stats.

>>> arr = [1, 2, 3, 4, 999]  
>>> import scipy.stats  
>>> print(f"{scipy.stats.kurtosis(arr[:-1], bias=False):.6f}")  
-1.200000
>>> print(f"{scipy.stats.kurtosis(arr[1:], bias=False):.6f}")  
3.999946
>>> s = pd.Series(arr)  
>>> s.rolling(4).kurt()  
0         NaN
1         NaN
2         NaN
3   -1.200000
4    3.999946
dtype: float64

This docstring was copied from pandas.core.window.rolling.Rolling.