Does anyone know if there is python function to compute a rolling geometric mean? Or a way to modify the rolling method to include a geometric mean option?
thanks
I no longer need help on this one although solutions are welcome. I found out that scipy.stats module has a geomean module, I can figure it out from here.
rolling geometric mean - I think I have an approach
Hello,
Hope it'll help !
import numpy as np
import pandas as pd
from scipy.stats.mstats import gmean
x = np.random.uniform(0,1,260)
geo_mean = pd.Series(x).rolling(window=30).apply(gmean) 
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