Skip to content

RollingIQR

Computes the rolling interquartile range.

Parameters

  • window_size

    Typeint

    Size of the window.

  • q_inf

    Default0.25

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

  • q_sup

    Default0.75

    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.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

get

Return the current value of the statistic.

update

Update and return the called instance.

Parameters

  • x'numbers.Number'