quantile
Calculate the quantile of a target column at a specified quantile percentage.
Quantiles are points dividing the range of a probability distribution into intervals with equal probabilities, or dividing the sample in the same way.
Example
from openbb import obb
stock_data = obb.equity.price.historical(symbol="TSLA", start_date="2023-01-01", provider="fmp").to_df()
returns = stock_data["close"].pct_change().dropna()
obb.quantitative.stats.quantile(data=returns, target="close", quantile_pct=0.75)
Parameters
- standard
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| data | List[Data] | The time series data as a list of data points. | False | |
| target | str | The name of the column for which to calculate the quantile. | False | |
| quantile_pct | float | The quantile percentage to calculate (e.g., 0.5 for median), default is 0.5. | 0.5 | False |
Returns
OBBject
results : List[Data]
An object containing the rolling quantile values with the median.