polars.Expr.rolling_quantile¶
- Expr.rolling_quantile(quantile: float, interpolation: str = 'nearest', window_size: int = 2, weights: Optional[List[float]] = None, min_periods: Optional[int] = None, center: bool = False) polars.internals.expr.Expr¶
Compute a rolling quantile
- Parameters
- quantile
quantile to compute
- interpolation
interpolation type, options: [‘nearest’, ‘higher’, ‘lower’, ‘midpoint’, ‘linear’]
- window_size
The length of the window.
- 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 None, it will be set equal to window size.
- center
Set the labels at the center of the window