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pandas.core.window.Expanding.kurt

Expanding.kurt(**kwargs)[source]

Calculate unbiased expanding kurtosis.

This function uses Fisher’s definition of kurtosis without bias.

Parameters:

**kwargs

Under Review.

Returns:

Series or DataFrame

Returned object type is determined by the caller of the expanding calculation

See also

Series.expanding
Calling object with Series data.
DataFrame.expanding
Calling object with DataFrames.
Series.kurt
Equivalent method for Series.
DataFrame.kurt
Equivalent method for DataFrame.
scipy.stats.skew
Third moment of a probability density.
scipy.stats.kurtosis
Reference SciPy method.

Notes

A minimum of 4 periods is required for the expanding calculation.

Examples

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

>>> arr = [1, 2, 3, 4, 999]
>>> import scipy.stats
>>> fmt = "{0:.6f}"  # limit the printed precision to 6 digits
>>> print(fmt.format(scipy.stats.kurtosis(arr[:-1], bias=False)))
-1.200000
>>> print(fmt.format(scipy.stats.kurtosis(arr, bias=False)))
4.999874
>>> s = pd.Series(arr)
>>> s.expanding(4).kurt()
0         NaN
1         NaN
2         NaN
3   -1.200000
4    4.999874
dtype: float64
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