ENH: Allow exponential weighing functions to specify alpha, in addition to span / com / halflife #10789

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MaximilianR opened this Issue Aug 10, 2015 · 2 comments

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MaximilianR commented Aug 10, 2015

Currently the exponential functions take one of three arguments to specify the length of backhistory. Each of these numerically converts to alpha. Outlined here: http://pandas.pydata.org/pandas-docs/stable/computation.html#exponentially-weighted-moment-functions

Is there a reason we don't allow users to just pass in alpha? This is how I think about weighing some of the time.

I'm happy to do a PR in time; this issue is to solicit feedback.

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bashtage commented Aug 10, 2015

This would be useful - I also find it strange that alpha is always indirectly parameterized.

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jreback commented Aug 11, 2015

this would be a pretty easy add. I don't know the original reason why this is, nor do I see the harm. As long as the docs are updated, ok by me.

But maybe need a note about why so many ways to specify the same thing (e.g. because like to think about it differently, maybe their is a reference somewhere, e.g. wikipedia or somesuch)

jreback added this to the Next Major Release milestone Aug 11, 2015

@jreback jreback modified the milestone: 0.18.1, Next Major Release, 0.18.0 Mar 1, 2016

@evectant evectant added a commit to evectant/pandas that referenced this issue Mar 6, 2016

@evectant evectant ENH: Allow exponentially weighted functions to specify alpha directly
Closes #10789. Adds domain checks for exponentially weighted functions.
a8c2753

jreback closed this in 547c784 Mar 6, 2016

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