pandas.core.window.Expanding.cov
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Expanding.cov(self, other=None, pairwise=None, ddof=1, **kwargs)
[source]
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Calculate the expanding sample covariance.
Parameters: |
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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 MultiIndexed DataFrame in the case of DataFrame inputs. In the case of missing elements, only complete pairwise observations will be used. -
ddof : int, default 1 -
Delta Degrees of Freedom. The divisor used in calculations is N - ddof , where N represents the number of elements. - **kwargs
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Keyword arguments to be passed into func. |
Returns: |
- Series or DataFrame
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Return type is determined by the caller. |
See also
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Series.expanding
- Series expanding.
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DataFrame.expanding
- DataFrame expanding.