pandas.core.window.EWM.cov

Exponential weighted sample covariance.

param other

Series, DataFrame, or ndarray, optional

If not supplied then will default to self and produce pairwise output.

param 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.

param bias

bool, default False

Use a standard estimation bias correction. **kwargs Keyword arguments to be passed into func.

return

Series or DataFrame Return type is determined by the caller.

Warning

This feature is currently unsupported by Intel Scalable Dataframe Compiler