pandas.core.window.Rolling.median

Calculate the rolling median.

**kwargs For compatibility with other rolling methods. Has no effect on the computed median. :return: Series or DataFrame

Returned type is the same as the original object.

Limitations

This function may reveal slower performance than Pandas* on user system. Users should exercise a tradeoff between staying in JIT-region with that function or going back to interpreter mode.

Examples

Calculate the rolling median.

import pandas as pd
from numba import njit


@njit
def series_rolling_median():
    series = pd.Series([4, 3, 5, 2, 6])  # Series of 4, 3, 5, 2, 6
    out_series = series.rolling(3).median()

    return out_series  # Expect series of NaN, NaN, 4.0, 3.0, 5.0


print(series_rolling_median())

$ python ./series/rolling/series_rolling_median.py
0    NaN
1    NaN
2    4.0
3    3.0
4    5.0
dtype: float64

Calculate the rolling median.

import pandas as pd
from numba import njit


@njit
def df_rolling_median():
    df = pd.DataFrame({'A': [4, 3, 5, 2, 6], 'B': [-4, -3, -5, -2, -6]})
    out_df = df.rolling(3).median()

    # Expect DataFrame of
    # {'A': [NaN, NaN, 4.0, 3.0, 5.0], 'B': [NaN, NaN, -4.0, -3.0, -5.0]}
    return out_df


print(df_rolling_median())

$ python ./dataframe/rolling/dataframe_rolling_median.py
     A    B
0  NaN  NaN
1  NaN  NaN
2  4.0 -4.0
3  3.0 -3.0
4  5.0 -5.0

See also

Series.rolling

Calling object with a Series.

DataFrame.rolling

Calling object with a DataFrame.

Series.median

Similar method for Series.

DataFrame.median

Similar method for DataFrame.