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.
obb.quantitative.stats.quantile(data: Union[list, dict, pd.DataFrame, List[pd.DataFrame], pd.Series, List[pd.Series], numpy.ndarray, Data, List[Data]], target: str, quantile_pct: float = 0.5)
Parameters
- Standard
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| data | List[Data] | The time series data as a list of data points. | None | False |
| target | str | The name of the column for which to calculate the quantile. | None | False |
| quantile_pct | NonNegativeFloat | The quantile percentage to calculate (e.g., 0.5 for median), default is 0.5. | 0.5 | True |
Returns
An object containing the rolling quantile values with the median.