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RollingQuantile

Running quantile over a window.

Parameters

  • q (float)

    Determines which quantile to compute, must be comprised between 0 and 1.

  • window_size (int)

    Size of the window.

Attributes

  • name

  • window_size

Examples

>>> from river import stats

>>> rolling_quantile = stats.RollingQuantile(
...     q=.5,
...     window_size=101,
... )

>>> for i in range(1001):
...     rolling_quantile = rolling_quantile.update(i)
...     if i % 100 == 0:
...         print(rolling_quantile.get())
0.0
50.0
150.0
250.0
350.0
450.0
550.0
650.0
750.0
850.0
950.0

Methods

get

Return the current value of the statistic.

update

Update and return the called instance.

Parameters

  • x (numbers.Number)

References