Window functions

Rolling and expanding window objects are returned by maxframe.liteframe.LiteFrame.rolling() and maxframe.liteframe.LiteFrame.expanding() respectively. Call an aggregation method to produce a LiteFrame.

Rolling methods

LiteFrameRolling(liteframe, window[, ...])	Intermediate object returned by LiteFrame.rolling().
LiteFrameRolling.agg(func)	Aggregate using one of the supported function names.
LiteFrameRolling.sum()	Rolling sum.
LiteFrameRolling.mean()	Rolling mean.
LiteFrameRolling.min()	Rolling minimum.
LiteFrameRolling.max()	Rolling maximum.
LiteFrameRolling.std()	Rolling standard deviation (ddof=1).
LiteFrameRolling.var()	Rolling variance (ddof=1).
LiteFrameRolling.median()	Rolling median.
LiteFrameRolling.count()	Rolling count of non-null observations.

Expanding methods

LiteFrameExpanding(liteframe[, min_periods, ...])	Provide expanding window calculations.
LiteFrameExpanding.agg(func)	Aggregate using one of the supported function names.
LiteFrameExpanding.sum()	Expanding sum.
LiteFrameExpanding.mean()	Expanding mean.
LiteFrameExpanding.min()	Expanding minimum.
LiteFrameExpanding.max()	Expanding maximum.
LiteFrameExpanding.std()	Expanding standard deviation (ddof=1).
LiteFrameExpanding.var()	Expanding variance (ddof=1).
LiteFrameExpanding.count()	Expanding count of non-null observations.