pandas.core.window.ewm.ExponentialMovingWindow.var

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

Calculate the ewm (exponential weighted moment) variance.

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.var

Aggregating var for Series.

pandas.DataFrame.var

Aggregating var for DataFrame.

Examples

>>> ser = pd.Series([1, 2, 3, 4])
>>> ser.ewm(alpha=.2).var()
0         NaN
1    0.500000
2    0.991803
3    1.631547
dtype: float64