ERR: better error message on invalid window when using .rolling
xref #12765. Let's pick up this as a test case and give a more meaningful error message. e.g. for `Window` the `win_type` is missing, so this should be the error.

```
In [15]: pd.DataFrame(np.arange(10)).rolling(2., center=True).median()
---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-15-73c4e557093d> in <module>()
----> 1 pd.DataFrame(np.arange(10)).rolling(2., center=True).median()

/usr/lib/python3.5/site-packages/pandas/core/window.py in median(self, **kwargs)
    811     @Appender(_shared_docs['median'])
    812     def median(self, **kwargs):
--> 813         return super(Rolling, self).median(**kwargs)
    814 
    815     @Substitution(name='rolling')

/usr/lib/python3.5/site-packages/pandas/core/window.py in median(self, how, **kwargs)
    592         if self.freq is not None and how is None:
    593             how = 'median'
--> 594         return self._apply('roll_median_c', how=how, **kwargs)
    595 
    596     _shared_docs['std'] = dedent("""

/usr/lib/python3.5/site-packages/pandas/core/window.py in _apply(self, func, window, center, check_minp, how, **kwargs)
    473             # calculation function
    474             if center:
--> 475                 offset = _offset(window, center)
    476                 additional_nans = np.array([np.NaN] * offset)
    477 

/usr/lib/python3.5/site-packages/pandas/core/window.py in _offset(window, center)
   1356 def _offset(window, center):
   1357     if not com.is_integer(window):
-> 1358         window = len(window)
   1359     offset = (window - 1) / 2. if center else 0
   1360     try:

TypeError: object of type 'float' has no len()
```

Note that `pd.DataFrame(np.arange(10)).rolling(2.).median()` works fine.

pandas 0.18.0.
