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pandas.core.window.EWM.cov
EWM.cov(other=None, pairwise=None, bias=False, **kwargs)
[source]-
Exponential weighted sample covariance.
Parameters: -
other : Series, DataFrame, or ndarray, optional
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If not supplied then will default to self and produce pairwise output.
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pairwise : bool, default None
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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.
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bias : bool, default False
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Use a standard estimation bias correction.
- **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
Series.ewm
- Series ewm.
DataFrame.ewm
- DataFrame ewm.
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Licensed under the 3-clause BSD License.
https://pandas.pydata.org/pandas-docs/version/0.24.2/reference/api/pandas.core.window.EWM.cov.html