pandas.stats.moments.expanding_var

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

Numerically stable implementation using Welford’s method.

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.

ddof : int, default 1

Delta Degrees of Freedom. The divisor used in calculations is N - ddof, where N represents the number of elements.

Returns:

y : type of input argument