pandas.core.window.expanding.Expanding.cov¶

Expanding.cov(self, other=None, pairwise=None, ddof=1, **kwargs)[source]¶

Calculate the expanding sample covariance.

Parameters

otherSeries, DataFrame, or ndarray, optional: If not supplied then will default to self and produce pairwise output.
pairwisebool, 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.
ddofint, default 1: Delta Degrees of Freedom. The divisor used in calculations is N - ddof, where N represents the number of elements.
**kwargs: Keyword arguments to be passed into func.

Returns