Window#

Rolling objects are returned by .rolling calls: pyspark.pandas.DataFrame.rolling(), pyspark.pandas.Series.rolling(), etc.

Expanding objects are returned by .expanding calls: pyspark.pandas.DataFrame.expanding(), pyspark.pandas.Series.expanding(), etc.

ExponentialMoving objects are returned by .ewm calls: pyspark.pandas.DataFrame.ewm(), pyspark.pandas.Series.ewm(), etc.

Standard moving window functions#

Rolling.count()

The rolling count of any non-NaN observations inside the window.

Rolling.sum()

Calculate rolling summation of given DataFrame or Series.

Rolling.min()

Calculate the rolling minimum.

Rolling.max()

Calculate the rolling maximum.

Rolling.mean()

Calculate the rolling mean of the values.

Rolling.quantile(quantile[, accuracy])

Calculate the rolling quantile of the values.

Rolling.median()

Calculate the rolling median.

Rolling.sem([ddof])

Calculate the rolling standard error of the mean.

Rolling.std()

Calculate rolling standard deviation.

Rolling.var()

Calculate unbiased rolling variance.

Rolling.skew()

Calculate unbiased rolling skew.

Rolling.kurt()

Calculate unbiased rolling kurtosis.

RollingGroupby.median()

Calculate the rolling median.

Standard expanding window functions#

Expanding.count()

The expanding count of any non-NaN observations inside the window.

Expanding.sum()

Calculate expanding summation of given DataFrame or Series.

Expanding.min()

Calculate the expanding minimum.

Expanding.max()

Calculate the expanding maximum.

Expanding.mean()

Calculate the expanding mean of the values.

Expanding.quantile(quantile[, accuracy])

Calculate the expanding quantile of the values.

Expanding.median()

Calculate the expanding median.

Expanding.sem([ddof])

Calculate the expanding standard error of the mean.

Expanding.std()

Calculate expanding standard deviation.

Expanding.var()

Calculate unbiased expanding variance.

Expanding.skew()

Calculate unbiased expanding skew.

Expanding.kurt()

Calculate unbiased expanding kurtosis.

ExpandingGroupby.median()

Calculate the expanding median.

Exponential moving window functions#

ExponentialMoving.mean()

Calculate an online exponentially weighted mean.