3 ms·
What's the advantage of this over Pandas' standard rolling quantiles? import numpy as np import pandas as pd s_input = pd.Series(np.random.randn(1000)) s_p1
by AyrtonB 6y ago
What's the advantage of this over Pandas' standard rolling quantiles?
import numpy as np
import pandas as pd
s_input = pd.Series(np.random.randn(1000))
s_p10 = s_input.rolling(10).quantile(0.1)
- nvilcins 6y agoSee the "benchmarks" section: https://github.com/marmarelis/rolling-quantiles#benchmarking-a-median-filter-on-100-million-doubles https://github.com/marmarelis/rolling-quantiles#benchmarking...