pandas.expanding_corr

pandas.expanding_corr(arg1, arg2=None, min_periods=1, freq=None, pairwise=None)

Expanding sample correlation.

Parameters:

arg1 : Series, DataFrame, or ndarray

arg2 : Series, DataFrame, or ndarray, optional

if not supplied then will default to arg1 and produce pairwise output

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.

pairwise : bool, default False

If False then only matching columns between arg1 and arg2 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 Panel in the case of DataFrame inputs. In the case of missing elements, only complete pairwise observations will be used.

Returns:

y : type depends on inputs

DataFrame / DataFrame -> DataFrame (matches on columns) or Panel (pairwise) DataFrame / Series -> Computes result for each column Series / Series -> Series