In numpy is there any built-in function to calculate moving skewness of numpy array? I know there are basic functions like mean
, median
, mode
, min
, max
etc. But I wonder if there are any functions for calculating moving skewness, kurtosis and higher moments?
You should use SciPy for calculating skewness, kurtosis, etc.
https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.kurtosis.html
https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.skew.html
Already got solution here . There is no built-in function in numpy
but we can use scipy
and numpy
combine to achieve the goal.
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