pandas.core.window.EWM.corr¶
-
EWM.
corr
(other=None, pairwise=None, **kwargs)[source]¶ Exponential weighted 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.
- bias : bool, default False
Use a standard estimation bias correction.
- **kwargs
Keyword arguments to be passed into func.
Returns: - Series or DataFrame
Return type is determined by the caller.
See also
Series.ewm
- Series ewm.
DataFrame.ewm
- DataFrame ewm.