On this page
pandas.core.window.Rolling.cov
Rolling.cov(self, other=None, pairwise=None, ddof=1, **kwargs)
[source]-
Calculate the rolling 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 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
, whereN
represents the number of elements. - **kwargs
-
Keyword arguments to be passed into func.
Returns: - Series or DataFrame
-
Return type is determined by the caller.
See also
Series.rolling
- Series rolling.
DataFrame.rolling
- DataFrame rolling.
-
© 2008–2012, AQR Capital Management, LLC, Lambda Foundry, Inc. and PyData Development Team
Licensed under the 3-clause BSD License.
https://pandas.pydata.org/pandas-docs/version/0.25.0/reference/api/pandas.core.window.Rolling.cov.html