pandas 1.4.2

ParametersReturns

Paper: https://dl.acm.org/citation.cfm?id=359153

Parameters

values: float64_t[:] :

values to roll window over

weights: float64_t[:] :

array of weights whose length is window size

minp: int64_t :

minimum number of observations to calculate variance of a window

ddof: unsigned int :

the divisor used in variance calculations is the window size - ddof

Returns

output: float64_t[:]

weighted variances of windows

Calculates weighted rolling variance using West's online algorithm.

Examples

See :

Local connectivity graph

Hover to see nodes names; edges to Self not shown, Caped at 50 nodes.

Using a canvas is more power efficient and can get hundred of nodes ; but does not allow hyperlinks; , arrows or text (beyond on hover)

SVG is more flexible but power hungry; and does not scale well to 50 + nodes.

All aboves nodes referred to, (or are referred from) current nodes; Edges from Self to other have been omitted (or all nodes would be connected to the central node "self" which is not useful). Nodes are colored by the library they belong to, and scaled with the number of references pointing them


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