pandas.core.window.ewm.ExponentialMovingWindow.std

ExponentialMovingWindow.std(bias=False, numeric_only=False)

Calculate the ewm (exponential weighted moment) standard deviation.

Parameters:

biasbool, default False

Use a standard estimation bias correction.

numeric_onlybool, default False

Include only float, int, boolean columns.

New in version 1.5.0.

Returns:

Series or DataFrame

Return type is the same as the original object with np.float64 dtype.

See also

pandas.Series.ewm

Calling ewm with Series data.

pandas.DataFrame.ewm

Calling ewm with DataFrames.

pandas.Series.std

Aggregating std for Series.

pandas.DataFrame.std

Aggregating std for DataFrame.

Examples

>>> ser = pd.Series([1, 2, 3, 4])
>>> ser.ewm(alpha=.2).std()
0         NaN
1    0.707107
2    0.995893
3    1.277320
dtype: float64