Rolling skew

Description

Compute the rolling (= moving) skewness over the values in this array. A window of length window_size will traverse the array.

Usage

<Expr>$rolling_skew(window_size, bias = TRUE)

Arguments

`window_size`	Integer specifying the length of the window.
`bias`	If `FALSE`, the calculations are corrected for statistical bias.

Details

For normally distributed data, the skewness should be about zero. For uni-modal continuous distributions, a skewness value greater than zero means that there is more weight in the right tail of the distribution.

Value

Expr

Examples

library("polars")

pl$DataFrame(a = c(1, 3, 2, 4, 5, 6))$
  with_columns(roll_skew = pl$col("a")$rolling_skew(window_size = 2))

#> shape: (6, 2)
#> ┌─────┬───────────┐
#> │ a   ┆ roll_skew │
#> │ --- ┆ ---       │
#> │ f64 ┆ f64       │
#> ╞═════╪═══════════╡
#> │ 1.0 ┆ null      │
#> │ 3.0 ┆ 0.0       │
#> │ 2.0 ┆ 0.0       │
#> │ 4.0 ┆ 0.0       │
#> │ 5.0 ┆ 0.0       │
#> │ 6.0 ┆ 0.0       │
#> └─────┴───────────┘