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Compute a rolling kurtosis

Source code

Description

[Experimental]

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

Usage

<Expr>$rolling_kurtosis(
  window_size,
  ...,
  fisher = TRUE,
  bias = TRUE,
  min_samples = NULL,
  center = FALSE
)

Arguments

window_size The length of the window in number of elements.
… These dots are for future extensions and must be empty.
fisher If TRUE (default), Fisher’s definition is used (normal ==\> 0.0). If FALSE, Pearson’s definition is used (normal ==\> 3.0).
bias If FALSE, the calculations are corrected for statistical bias.
min_samples The number of values in the window that should be non-null before computing a result. If NULL (default), it will be set equal to window_size.
center If TRUE, set the labels at the center of the window.

Value

A polars expression

Examples

library("polars")

df <- pl$DataFrame(a = c(1, 4, 2, 9))

df$with_columns(
  rolling_kurtosis = pl$col("a")$rolling_kurtosis(window_size = 3)
)

#> shape: (4, 2)
#> ┌─────┬──────────────────┐
#> │ a   ┆ rolling_kurtosis │
#> │ --- ┆ ---              │
#> │ f64 ┆ f64              │
#> ╞═════╪══════════════════╡
#> │ 1.0 ┆ null             │
#> │ 4.0 ┆ null             │
#> │ 2.0 ┆ -1.5             │
#> │ 9.0 ┆ -1.5             │
#> └─────┴──────────────────┘

# Center the values in the window
df$with_columns(
  rolling_kurtosis = pl$col("a")$rolling_kurtosis(window_size = 3, center = TRUE)
)

#> shape: (4, 2)
#> ┌─────┬──────────────────┐
#> │ a   ┆ rolling_kurtosis │
#> │ --- ┆ ---              │
#> │ f64 ┆ f64              │
#> ╞═════╪══════════════════╡
#> │ 1.0 ┆ null             │
#> │ 4.0 ┆ -1.5             │
#> │ 2.0 ┆ -1.5             │
#> │ 9.0 ┆ null             │
#> └─────┴──────────────────┘