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Add ddof parameter for rolling variance and rolling standard deviation #3

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ajcr opened this issue Jan 9, 2018 · 1 comment
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Add ddof parameter for rolling variance and rolling standard deviation #3

ajcr opened this issue Jan 9, 2018 · 1 comment
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ajcr commented Jan 9, 2018

ddof means 'delta degrees of freedom' (cf. NumPy).

Currently the code implicitly assumes ddof=1 (i.e. k - 1 degrees of freedom, sample variance). This should be the default, but the user should be able to set ddof with a keyword argument when a rolling iterator is instantiated if they want to.
ajcr added a commit that referenced this issue Feb 18, 2018
@ajcr
Add ddof parameter to Var and Std (#3)
724fa41
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ajcr commented Feb 18, 2018

Closed by 724fa41

@ajcr ajcr closed this as completed Feb 18, 2018
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