pandas.core.window.EWM.cov
-
EWM.cov(self, other=None, pairwise=None, bias=False, **kwargs)
[source]
-
Exponential weighted sample covariance.
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. -
bias : bool, default False -
Use a standard estimation bias correction. - **kwargs
-
Keyword arguments to be passed into func. |
Returns: |
- Series or DataFrame
-
Return type is determined by the caller. |
See also
-
Series.ewm
- Series ewm.
-
DataFrame.ewm
- DataFrame ewm.