Python Pandas: roll_kurt vs. scipy.stats.kurtosis
I'm trying to understand why the following code returns different values ββfor 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 I get is:
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've tried to play around with the pearson vs fisher setup, to no avail.
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