pandas.core.window.Expanding.corr

Expanding.corr(other=None, pairwise=None, **kwargs)

expanding sample correlation

Parameters:

other : Series, DataFrame, or ndarray, optional

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

pairwise : bool, 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.

Returns:

same type as input

See also

pandas.Series.expanding, pandas.DataFrame.expanding