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Rolling Harmonic Mean

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Computes the rolling harmonic mean of a specified window size for a dataset.

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Computes the rolling harmonic mean of a specified window size for a dataset. Harmonic mean is the reciprocal of the arithmetic mean of the reciprocals. Read more about harmonic mean on Wikipedia https://en.wikipedia.org/wiki/Harmonic_mean

3.43 is the harmonic mean of the set [2, 4, 6] because 3 / (1/2 + 1/4 + 1/6) = 3.43.

Used for calculating moving averages of rates, useful in physics or finance.

  • Microsoft Excel: HARMEAN
  • Google Sheets: -
  • Apple Numbers: -
  • Python Pandas: df['column_name'].rolling(window=n).apply(scipy.stats.hmean)
  • Related Words: calculate rolling harmonic mean, find harmonic mean over a window

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