polars.Series.rolling_quantile#

Series.rolling_quantile( quantile: float, interpolation: RollingInterpolationMethod = 'nearest', window_size: int = 2, weights: list[float] | None = None, *, min_periods: int | None = None, center: bool = False, ) → Series[source]#

Compute a rolling quantile.

Warning

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

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

Parameters:

quantile: Quantile between 0.0 and 1.0.
interpolation{‘nearest’, ‘higher’, ‘lower’, ‘midpoint’, ‘linear’}: 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_periods: 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
        1.0
        2.0
        3.0
        4.0
]
>>> 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
]