dask.dataframe.rolling.Rolling.kurt

Rolling.kurt()[source]

Calculate the rolling Fisher’s definition of kurtosis without bias.

This docstring was copied from pandas.core.window.rolling.Rolling.kurt.

Some inconsistencies with the Dask version may exist.

Parameters:
numeric_onlybool, default False (Not supported in Dask)

Include only float, int, boolean columns.

Added in version 1.5.0.

Returns:
Series or DataFrame

Return type is the same as the original object with np.float64 dtype.

See also

scipy.stats.kurtosis

Reference SciPy method.

pandas.Series.rolling

Calling rolling with Series data.

pandas.DataFrame.rolling

Calling rolling with DataFrames.

pandas.Series.kurt

Aggregating kurt for Series.

pandas.DataFrame.kurt

Aggregating kurt for DataFrame.

Notes

A minimum of four periods is required for the calculation.

Examples

The example below will show a rolling calculation with a window size of four matching the equivalent function call using scipy.stats.

>>> arr = [1, 2, 3, 4, 999]
>>> import scipy.stats
>>> print(f"{scipy.stats.kurtosis(arr[:-1], bias=False):.6f}")
-1.200000
>>> print(f"{scipy.stats.kurtosis(arr[1:], bias=False):.6f}")
3.999946
>>> s = pd.Series(arr)
>>> s.rolling(4).kurt()
0         NaN
1         NaN
2         NaN
3   -1.200000
4    3.999946
dtype: float64