Python Pandas: rolling_kurt vs. scipy.stats.kurtosis -
i trying figure out why following code returns different values sample's kurtosis:
import pandas import scipy e = pandas.dataframe([1, 2, 3, 4, 5, 4, 3, 2, 1]) print "pandas.rolling_kurt:\n", pandas.rolling_kurt(e, window=9) print "\nscipy.stats.kurtosis:", scipy.stats.kurtosis(e)
the output getting:
pandas.rolling_kurt: 0 0 nan 1 nan 2 nan 3 nan 4 nan 5 nan 6 nan 7 nan 8 -1.060058 scipy.stats.kurtosis: [-1.15653061]
i have tried play pearson vs fisher setting no avail.
setting bias=false
seems it:
in [3]: scipy.stats.kurtosis(e,bias=false) out[3]: array([-1.06005831])
Comments
Post a Comment