Feature Request: Epidemiology-inspired rolling window quantiles

[aweyant]

Rolling window quantiles of width w can be calculated on all observations in years leading up to a date of interest.

e.g. we may be interested in 90th ptile of temperature on 23 July 2024. This can be calculated as the empirical 90th percentile of temperatures on {20,21,...,26} July in all years before 2024.

@axdey this correct?

[axdey]

Yes - plus the percentile will be specific to the geographic region of interest e.g. Zip code