pandas 1.4.2

ParametersReturnsBackRef
cov(self, other: 'DataFrame | Series | None' = None, pairwise: 'bool | None' = None, ddof: 'int' = 1, **kwargs)

Parameters

other : Series or DataFrame, 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 , where N represents the number of elements.

**kwargs :

For NumPy compatibility and will not have an effect on the result.

Returns

Series or DataFrame

Return type is the same as the original object with np.float64 dtype.

Calculate the rolling sample covariance.

See Also

pandas.DataFrame.cov

Aggregating cov for DataFrame.

pandas.DataFrame.rolling

Calling rolling with DataFrames.

pandas.Series.cov

Aggregating cov for Series.

pandas.Series.rolling

Calling rolling with Series data.

Examples

See :

Back References

The following pages refer to to this document either explicitly or contain code examples using this.

pandas.core.window.rolling.Rolling.corr

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


File: /pandas/core/window/rolling.py#2427
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