pandas.stats.moments.expanding_median

pandas.stats.moments.expanding_median(arg, min_periods=1, freq=None, center=False, time_rule=None, **kwargs)

O(N log(window)) implementation using skip list

Expanding median

Parameters:

arg : Series, DataFrame

min_periods : int

Minimum number of observations in window required to have a value

freq : None or string alias / date offset object, default=None

Frequency to conform to before computing statistic

Returns:

y : type of input argument