W3cubDocs

/pandas 0.23

pandas.core.window.Expanding.corr

Expanding.corr(other=None, pairwise=None, **kwargs) [source]

expanding sample correlation

Parameters:

other : Series, DataFrame, or ndarray, optional

if not supplied then will default to self and produce pairwise output

pairwise : bool, default None

If False then only matching columns between self and other will be used and the output will be a DataFrame. If True then all pairwise combinations will be calculated and the output will be a MultiIndex DataFrame in the case of DataFrame inputs. In the case of missing elements, only complete pairwise observations will be used.

Returns:
same type as input

© 2008–2012, AQR Capital Management, LLC, Lambda Foundry, Inc. and PyData Development Team
Licensed under the 3-clause BSD License.
http://pandas.pydata.org/pandas-docs/version/0.23.4/generated/pandas.core.window.Expanding.corr.html