rolling_iq#

rolling_iq(array, window=1, min_periods=1)[source]#

Perform a rolling IQ statistic in a fixed window.

Parameters:
  • array (ndarray[Any, dtype[float64]]) – The vector to investigate.

  • window (int) – The window used for the rolling statistic.

  • min_periods (int) – Computation of the statistics up to the min_periods border value

Return type:

Tuple[ndarray[Any, dtype[float64]], ndarray[Any, dtype[float64]], ndarray[Any, dtype[float64]]]

Returns:

  • rolling_Q1S – The rolling 25th percentile.

  • rolling_Q3 – The rolling 75th percentile.

  • rolling_IQ – The rolling IQ (Q3-Q1).