varwg.smoothing.percentile

varwg.smoothing.percentile(data, perc, window_len=10, periodic=False, l_value=None, r_value=None, loo=False, no_future=False)

Moving percentile.

Parameters:

data1d ndarray

window_lenint, optional

Length of the moving window.

periodicboolean, optional

Assumes the data is given as one period and appends window_len elements from the beginning at the end and window_len elements from the end to the beginning. When no trend exists, this nicely handles the estimation at the boundaries.

l_valuefloat, optional

Will be appended at the beginning. Might help to better estimate the first window_len elements.

r_valuefloat, optional

Will be appended at the end. Might help to better estimate the last window_len elements.

looboolean, optional

leave one out Estimates the percentile for data[t] without data[t].

no_future: boolean, optional

only use past values for smoothing