pandas.core.window.Expanding.std¶
-
Expanding.
std
(ddof=1, *args, **kwargs)[source]¶ Calculate expanding standard deviation.
Normalized by N-1 by default. This can be changed using the ddof argument.
Parameters: ddof : int, default 1
Delta Degrees of Freedom. The divisor used in calculations is
N - ddof
, whereN
represents the number of elements.*args, **kwargs
For NumPy compatibility. No additional arguments are used.
Returns: Series or DataFrame
Returns the same object type as the caller of the expanding calculation.
See also
Series.expanding
- Calling object with Series data
DataFrame.expanding
- Calling object with DataFrames
Series.std
- Equivalent method for Series
DataFrame.std
- Equivalent method for DataFrame
numpy.std
- Equivalent method for Numpy array
Notes
The default ddof of 1 used in Series.std is different than the default ddof of 0 in 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.rolling(3).std() 0 NaN 1 NaN 2 0.577350 3 1.000000 4 1.000000 5 1.154701 6 0.000000 dtype: float64
>>> 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