Window
Rolling objects are returned by .rolling calls: pandas.DataFrame.rolling(), pandas.Series.rolling(), etc.
Expanding objects are returned by .expanding calls: pandas.DataFrame.expanding(), pandas.Series.expanding(), etc.
EWM objects are returned by .ewm calls: pandas.DataFrame.ewm(), pandas.Series.ewm(), etc.
Standard moving window functions
Rolling.count() |
rolling count of number of non-NaN |
Rolling.sum(*args, **kwargs) |
rolling sum |
Rolling.mean(*args, **kwargs) |
rolling mean |
Rolling.median(**kwargs) |
rolling median |
Rolling.var([ddof]) |
rolling variance |
Rolling.std([ddof]) |
rolling standard deviation |
Rolling.min(*args, **kwargs) |
rolling minimum |
Rolling.max(*args, **kwargs) |
rolling maximum |
Rolling.corr([other, pairwise]) |
rolling sample correlation |
Rolling.cov([other, pairwise, ddof]) |
rolling sample covariance |
Rolling.skew(**kwargs) |
Unbiased rolling skewness |
Rolling.kurt(**kwargs) |
Unbiased rolling kurtosis |
Rolling.apply(func[, args, kwargs]) |
rolling function apply |
Rolling.quantile(quantile, **kwargs) |
rolling quantile |
Window.mean(*args, **kwargs) |
window mean |
Window.sum(*args, **kwargs) |
window sum |
Standard expanding window functions
Expanding.count(**kwargs) |
expanding count of number of non-NaN |
Expanding.sum(*args, **kwargs) |
expanding sum |
Expanding.mean(*args, **kwargs) |
expanding mean |
Expanding.median(**kwargs) |
expanding median |
Expanding.var([ddof]) |
expanding variance |
Expanding.std([ddof]) |
expanding standard deviation |
Expanding.min(*args, **kwargs) |
expanding minimum |
Expanding.max(*args, **kwargs) |
expanding maximum |
Expanding.corr([other, pairwise]) |
expanding sample correlation |
Expanding.cov([other, pairwise, ddof]) |
expanding sample covariance |
Expanding.skew(**kwargs) |
Unbiased expanding skewness |
Expanding.kurt(**kwargs) |
Unbiased expanding kurtosis |
Expanding.apply(func[, args, kwargs]) |
expanding function apply |
Expanding.quantile(quantile, **kwargs) |
expanding quantile |
Exponentially-weighted moving window functions
EWM.mean(*args, **kwargs) |
exponential weighted moving average |
EWM.std([bias]) |
exponential weighted moving stddev |
EWM.var([bias]) |
exponential weighted moving variance |
EWM.corr([other, pairwise]) |
exponential weighted sample correlation |
EWM.cov([other, pairwise, bias]) |
exponential weighted sample covariance |