RollingIQR

Computes the rolling interquartile range.

Parameters

• window_size (int)

  Size of the window.

• q_inf – defaults to 0.25

  Desired inferior quantile, must be between 0 and 1. Defaults to 0.25.

• q_sup – defaults to 0.75

  Desired superior quantile, must be between 0 and 1. Defaults to 0.75.

Attributes

• name

• window_size

Examples

>>> from river import stats
>>> rolling_iqr = stats.RollingIQR(
...     q_inf=0.25,
...     q_sup=0.75,
...     window_size=101
... )

>>> for i in range(0, 1001):
...     rolling_iqr = rolling_iqr.update(i)
...     if i % 100 == 0:
...         print(rolling_iqr.get())
0.0
50.0
50.0
50.0
50.0
50.0
50.0
50.0
50.0
50.0
50.0

Methods

clone

Return a fresh estimator with the same parameters.

The clone has the same parameters but has not been updated with any data. This works by looking at the parameters from the class signature. Each parameter is either - recursively cloned if it's a River classes. - deep-copied via copy.deepcopy if not. If the calling object is stochastic (i.e. it accepts a seed parameter) and has not been seeded, then the clone will not be idempotent. Indeed, this method's purpose if simply to return a new instance with the same input parameters.

get

Return the current value of the statistic.

revert

Revert and return the called instance.

Parameters

• x

update

Update and return the called instance.

Parameters

• x