pandas.core.window.ewm.ExponentialMovingWindow.var#
- ExponentialMovingWindow.var(bias=False, numeric_only=False)[source]#
Calculate the ewm (exponential weighted moment) variance.
- Parameters:
- biasbool, default False
Use a standard estimation bias correction.
- numeric_onlybool, default False
Include only float, int, boolean columns.
Added in version 1.5.0.
- Returns:
- Series or DataFrame
Return type is the same as the original object with
np.float64
dtype.
See also
pandas.Series.ewm
Calling ewm with Series data.
pandas.DataFrame.ewm
Calling ewm with DataFrames.
pandas.Series.var
Aggregating var for Series.
pandas.DataFrame.var
Aggregating var for DataFrame.
Examples
>>> ser = pd.Series([1, 2, 3, 4]) >>> ser.ewm(alpha=.2).var() 0 NaN 1 0.500000 2 0.991803 3 1.631547 dtype: float64