Calculate the expanding quantile.

param quantile

Quantile to compute. 0 <= quantile <= 1.

param interpolation
{‘linear’, ‘lower’, ‘higher’, ‘midpoint’, ‘nearest’}

New in version 0.23.0.

This optional parameter specifies the interpolation method to use, when the desired quantile lies between two data points i and j:

  • linear: i + (j - i) * fraction, where fraction is the

    fractional part of the index surrounded by i and j.

  • lower: i.

  • higher: j.

  • nearest: i or j whichever is nearest.

  • midpoint: (i + j) / 2.

    **kwargs: For compatibility with other expanding methods. Has no effect on the result.


Series or DataFrame Returned object type is determined by the caller of the expanding calculation.


This feature is currently unsupported by Intel Scalable Dataframe Compiler