pandasx / Rolling

Class: Rolling<T>

Defined in: src/window.ts:178

Fixed-size or time-based rolling window (series.rolling(3), df.rolling('2D')).

Extends

• Window<T>

Type Parameters

Type Parameter	Default type
T extends WindowTarget	WindowTarget

Constructors

Constructor

new Rolling<T>(target, window, options?): Rolling<T>

Defined in: src/window.ts:183

Parameters

Parameter	Type
target	T
window	string | number | Timedelta
options	RollingOptions

Returns

Rolling<T>

Overrides

Window<T>.constructor

Methods

agg()

agg(func): WindowTarget

Defined in: src/window.ts:125

One aggregation name or a list (DataFrame of results for a Series).

Parameters

Parameter	Type
func	string | readonly string[]

Returns

WindowTarget

Inherited from

Window.agg

---

apply()

Call Signature

apply(fn, options?): T

Defined in: src/window.ts:117

Applies fn to each window: a Series by default, like pandas (raw=False), or a Float64Array of the values with { raw: true } (faster).

Parameters

Parameter	Type
fn	(window) => number
options?	{ raw?: false; }
options.raw?	false

Returns

T

Inherited from

Window.apply

Call Signature

apply(fn, options): T

Defined in: src/window.ts:118

Applies fn to each window: a Series by default, like pandas (raw=False), or a Float64Array of the values with { raw: true } (faster).

Parameters

Parameter	Type
fn	(values) => number
options	{ raw: true; }
options.raw	true

Returns

T

Inherited from

Window.apply

---

corr()

corr(other, options?): T

Defined in: src/window.ts:142

Rolling Pearson correlation with other (Series: pairwise per column).

Parameters

Parameter	Type
other	Series
options	{ ddof?: number; }
options.ddof?	number

Returns

T

Inherited from

Window.corr

---

count()

count(): T

Defined in: src/window.ts:87

Returns

T

Inherited from

Window.count

---

cov()

cov(other, options?): T

Defined in: src/window.ts:149

Parameters

Parameter	Type
other	Series
options	{ ddof?: number; }
options.ddof?	number

Returns

T

Inherited from

Window.cov

---

kurt()

kurt(): T

Defined in: src/window.ts:94

Returns

T

Inherited from

Window.kurt

---

max()

max(): T

Defined in: src/window.ts:96

Returns

T

Inherited from

Window.max

---

mean()

mean(): T

Defined in: src/window.ts:259

Returns

T

Overrides

Window.mean

---

median()

median(): T

Defined in: src/window.ts:97

Returns

T

Inherited from

Window.median

---

min()

min(): T

Defined in: src/window.ts:95

Returns

T

Inherited from

Window.min

---

quantile()

quantile(q, interpolation?): T

Defined in: src/window.ts:98

Parameters

Parameter	Type	Default value
q	number	undefined
interpolation	"linear" | "lower" | "higher" | "midpoint" | "nearest"	'linear'

Returns

T

Inherited from

Window.quantile

---

rank()

rank(options?): T

Defined in: src/window.ts:102

Rank of the last value within its window (average ties), optionally as a fraction.

Parameters

Parameter	Type
options	{ ascending?: boolean; pct?: boolean; }
options.ascending?	boolean
options.pct?	boolean

Returns

T

Inherited from

Window.rank

---

sem()

sem(ddof?): T

Defined in: src/window.ts:92

Parameters

Parameter	Type	Default value
ddof	number	1

Returns

T

Inherited from

Window.sem

---

skew()

skew(): T

Defined in: src/window.ts:93

Returns

T

Inherited from

Window.skew

---

std()

std(ddof?): T

Defined in: src/window.ts:269

Parameters

Parameter	Type	Default value
ddof	number	1

Returns

T

Overrides

Window.std

---

sum()

sum(): T

Defined in: src/window.ts:254

Returns

T

Overrides

Window.sum

---

var()

var(ddof?): T

Defined in: src/window.ts:264

Parameters

Parameter	Type	Default value
ddof	number	1

Returns

T

Overrides

Window.var