Rolling.
sem
Compute rolling standard error of mean.
Delta Degrees of Freedom. The divisor used in calculations is N - ddof, where N represents the number of elements.
N - ddof
N
For NumPy compatibility. No additional arguments are used.
Returned object type is determined by the caller of the rolling calculation.
See also
pandas.Series.rolling
Calling object with Series data.
pandas.DataFrame.rolling
Calling object with DataFrames.
pandas.Series.sem
Equivalent method for Series.
pandas.DataFrame.sem
Equivalent method for DataFrame.
Notes
A minimum of one period is required for the rolling calculation.
Examples
>>> s = pd.Series([0, 1, 2, 3]) >>> s.rolling(2, min_periods=1).sem() 0 NaN 1 0.707107 2 0.707107 3 0.707107 dtype: float64
>>> s.expanding().sem() 0 NaN 1 0.707107 2 0.707107 3 0.745356 dtype: float64