robust_rolling_stats

agabpylib.stats.robustrollingstats.robust_rolling_stats(series, window=5)

Calculate the rolling median and RSE for the input pandas series.

Parameters:

• series (Pandas series) – Pandas series with the data. ASSUMED TO HAVE BEEN SORTED IN THE PROPER ORDER.

• Window (int) – Number of data points to include in rolling stats. Default 5

Returns:

median, rse – The rolling median and RSE.

Return type:

Pandas series