Expanding.
std
Calculate the expanding standard deviation.
Delta Degrees of Freedom. The divisor used in calculations is N - ddof, where N represents the number of elements.
N - ddof
N
For NumPy compatibility and will not have an effect on the result.
Return type is the same as the original object.
See also
numpy.std
Equivalent method for NumPy array.
pandas.Series.expanding
Calling expanding with Series data.
pandas.DataFrame.expanding
Calling expanding with DataFrames.
pandas.Series.std
Aggregating std for Series.
pandas.DataFrame.std
Aggregating std for DataFrame.
Notes
The default ddof of 1 used in Series.std() is different than the default ddof of 0 in numpy.std().
ddof
Series.std()
numpy.std()
A minimum of one period is required for the rolling calculation.
Examples
>>> s = pd.Series([5, 5, 6, 7, 5, 5, 5])
>>> s.expanding(3).std() 0 NaN 1 NaN 2 0.577350 3 0.957427 4 0.894427 5 0.836660 6 0.786796 dtype: float64