ExponentialMovingWindow.cov(other=None, pairwise=None, bias=False, **kwargs)[source]

Calculate the ewm (exponential weighted moment) sample covariance.

otherSeries or DataFrame , optional

If not supplied then will default to self and produce pairwise output.

pairwisebool, 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 MultiIndex DataFrame in the case of DataFrame inputs. In the case of missing elements, only complete pairwise observations will be used.

biasbool, default False

Use a standard estimation bias correction.


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

Series or DataFrame

Return type is the same as the original object.

See also


Calling ewm with Series data.


Calling ewm with DataFrames.


Aggregating cov for Series.


Aggregating cov for DataFrame.