EWM.
corr
Exponential weighted sample correlation.
If not supplied then will default to self and produce pairwise output.
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.
Keyword arguments to be passed into func.
Return type is determined by the caller.
See also
Series.ewm
Series ewm.
DataFrame.ewm
DataFrame ewm.