pandas.core.window.Expanding.cov¶
-
Expanding.
cov
(other=None, pairwise=None, ddof=1, **kwargs)[source]¶ Calculate the expanding 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 MultiIndexed DataFrame in the case of DataFrame inputs. In the case of missing elements, only complete pairwise observations will be used.
- ddof : int, default 1
Delta Degrees of Freedom. The divisor used in calculations is
N - ddof
, whereN
represents the number of elements.- **kwargs
Keyword arguments to be passed into func.
Returns: - Series or DataFrame
Return type is determined by the caller.
See also
Series.expanding
- Series expanding.
DataFrame.expanding
- DataFrame expanding.