Reputation: 6563
Is there an equivalent of rolling_apply
in pandas that applies function to the cumulative values of a series rather than the rolling values? I realize cumsum
, cumprod
, cummax
, and cummin
exist, but I'd like to apply a custom function.
Upvotes: 18
Views: 7522
Reputation: 27
[Follow up to @Ffisegydd's answer]
Update for pandas == 1.0.5
df['example'] = df['data'].expanding().apply(sum_)
Upvotes: 1
Reputation: 53698
You can use pd.expanding_apply
. Below is a simple example which only really does a cumulative sum, but you could write whatever function you wanted for it.
import pandas as pd
df = pd.DataFrame({'data':[10*i for i in range(0,10)]})
def sum_(x):
return sum(x)
df['example'] = pd.expanding_apply(df['data'], sum_)
print(df)
# data example
#0 0 0
#1 10 10
#2 20 30
#3 30 60
#4 40 100
#5 50 150
#6 60 210
#7 70 280
#8 80 360
#9 90 450
Upvotes: 32