EWM.corr(other=None, pairwise=None, **kwargs)[source]

Exponential weighted sample correlation.

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.

bias : bool, default False

Use a standard estimation bias correction.


Keyword arguments to be passed into func.

Series or DataFrame

Return type is determined by the caller.

See also

Series ewm.
DataFrame ewm.
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