pandas.core.window.Expanding.cov¶
Calculate the expanding 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 MultiIndexed DataFrame in the case of DataFrame inputs. In the case of missing elements, only complete pairwise observations will be used.
- param 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.- return
Series or DataFrame Return type is determined by the caller.
Warning
This feature is currently unsupported by Intel Scalable Dataframe Compiler