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RollingQuantile

Running quantile over a window.

Parameters

  • q

    Typefloat

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

  • window_size

    Typeint

    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.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'