polars.Series.rolling_quantile

Series.rolling_quantile(
    quantile: float,
    interpolation: QuantileMethod = 'nearest',
    window_size: int = 2,
    weights: list_[float] | None = None,
    *,
    min_samples: int | None = None,
    center: bool = False,
) → Series

Compute a rolling quantile.

The window at a given row will include the row itself and the window_size - 1 elements before it.

Warning

This functionality is considered unstable. It may be changed at any point without it being considered a breaking change.

Changed in version 1.21.0: The min_periods parameter was renamed min_samples.

Parameters:

quantile

Quantile between 0.0 and 1.0.

interpolation{‘nearest’, ‘higher’, ‘lower’, ‘midpoint’, ‘linear’, ‘equiprobable’}

Interpolation method.

window_size

The length of the window in number of elements.

weights

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

min_samples

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

center

Set the labels at the center of the window.

Examples

>>> s = pl.Series("a", [1.0, 2.0, 3.0, 4.0, 6.0, 8.0])
>>> s.rolling_quantile(quantile=0.33, window_size=3)
shape: (6,)
Series: 'a' [f64]
[
    null
    null
    2.0
    3.0
    4.0
    6.0
]
>>> s.rolling_quantile(quantile=0.33, interpolation="linear", window_size=3)
shape: (6,)
Series: 'a' [f64]
[
    null
    null
    1.66
    2.66
    3.66
    5.32
]