pandas.core.window.EWM.cov

EWM.cov(other=None, pairwise=None, bias=False, **kwargs)

Exponential weighted sample covariance.

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.