pandas.stats.moments.expanding_var

pandas.stats.moments.expanding_var(arg, min_periods=1, freq=None, center=False, **kwargs)

Numerically stable implementation using Welford’s method.

Unbiased expanding variance.

Parameters :

arg : Series, DataFrame

min_periods : int, default None

Minimum number of observations in window required to have a value (otherwise result is NA).

freq : string or DateOffset object, optional (default None)

Frequency to conform the data to before computing the statistic. Specified as a frequency string or DateOffset object.

Returns :

y : type of input argument