pandas.core.window.rolling.Rolling.cov

Rolling.cov(other=None, pairwise=None, ddof=1, **kwargs)

Calculate the rolling sample covariance.

Parameters

otherSeries or DataFrame, 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

For NumPy compatibility and will not have an effect on the result.

Returns

Series or DataFrame

Return type is the same as the original object.

See also

pandas.Series.rolling

Calling rolling with Series data.

pandas.DataFrame.rolling

Calling rolling with DataFrames.

pandas.Series.cov

Aggregating cov for Series.

pandas.DataFrame.cov

Aggregating cov for DataFrame.

pandas.core.window.rolling.Rolling.corr pandas.core.window.rolling.Rolling.skew