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