pandas.core.window.ewm.ExponentialMovingWindow.cov

• ExponentialMovingWindow.cov(other=None, pairwise=None, bias=False, **kwargs)

  Exponential weighted sample covariance.

• Parameters

  • other : Series, DataFrame, or ndarray, optional

    如果没有提供，则默认是自身，并产生pairwise输出

  • 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 (default) then all pairewise combinations will be calculated and the output will be a MultiIndex DataFrame in the case of DataFrame inputs.

  • bias : bool, default False

    Use a standard estimation bias correction.

• References

1. pandas.pydata.org