ENH: Differing variable name for quantile vs rolling.quantile

[BroadbentJim]

Feature Type

• Adding new functionality to pandas

• Changing existing functionality in pandas

• Removing existing functionality in pandas

Problem Description

As of V2 in the code and in the documentation, the quantile method and the rolling quantile method take a different variable for the quantile to be calculated.
https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.quantile.html
https://pandas.pydata.org/docs/reference/api/pandas.core.window.rolling.Rolling.quantile.html

where we have:
q float for the former (quantile) and
quantile float for the latter (rolling.quantile).

I feel like this is unnecessary and provides a small mental overhead.
I propose that it should be changed to being consistent. Not sure which is better, perhaps q as used in quantile and is shorter but clear.

Feature Description

def rolling.quantile(self,
q,
....):

Alternative Solutions

quantile = q

Additional Context

No response

[jbrockmendel]

would accept a PR deprecating the Rolling version to match

[Charlie-XIAO]

Hi @jbrockmendel I would like to make a PR for this, but this is the first time I make deprecation. Just want to make sure in advance, is the following approach acceptable?

def quantile(self, q=None, interpolation="linear", numeric_only=False, *, quantile=None):
        if quantile is not None:
            warnings.warn(
                "The 'quantile' argument in Rolling.quantile "
                "has been deprecated. Use 'q' instead.",
                FutureWarning,
                stacklevel=find_stack_level(),
            )
            q = quantile if q is None else q

        # ...

[jbrockmendel]

There's a decorator called def deprecate_kwarg. Try using that.

[Charlie-XIAO]

Thanks @jbrockmendel! Here is the PR.