DOC: rolling apply example #1210

Author: Chang She

doc/source/computation.rst

@@ -205,6 +205,17 @@ sugar for applying the moving window operator to all of the DataFrame's columns:
    @savefig rolling_mean_frame.png width=4.5in
    rolling_sum(df, 60).plot(subplots=True)
 
+The ``rolling_apply`` function takes an extra ``func`` argument and performs
+generic rolling computations. The ``func`` argument should be a single function
+that produces a single value from an ndarray input. Suppose we wanted to
+compute the mean absolute deviation on a rolling basis:
+
+.. ipython:: python
+
+   mad = lambda x: np.fabs(x - x.mean()).mean()
+   @savefig rolling_apply_ex.png width=4.5in
+   rolling_apply(ts, 60, mad).plot(style='k')
+
 .. _stats.moments.binary:
 
 Binary rolling moments