rolling_kurtosis

Defined in fynance.features.indicators

rolling_kurtosis(X, w=21, axis=0, dtype=None)

Rolling excess kurtosis over a strictly-past window w.

Parameters:

Xnp.ndarray[dtype, ndim=1 or 2]

Input series.

wint, optional

Rolling window. Default 21.

axis{0, 1}, optional

Axis of computation. Default 0.

dtypenp.dtype, optional

Output dtype.

Returns:

np.ndarray[dtype, ndim=1 or 2]

Rolling excess kurtosis (0 where fewer than 4 observations).