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ewma adjust incorrectly ticked for NaNs #2128

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Lamarth opened this issue Oct 26, 2012 · 0 comments

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@Lamarth
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commented Oct 26, 2012

series = pandas.Series([1., numpy.NaN, numpy.NaN, 1.], index=pandas.DatetimeIndex(start='2000-01-01', periods=4, freq='T'))
pandas.ewma(series, com=5)

2000-01-01 00:00:00 1.000000
2000-01-01 00:01:00 0.545455
2000-01-01 00:02:00 0.545455
2000-01-01 00:03:00 1.000000

Almost right - but clearly the adjust factor is ticked in the wrong spot.

@wesm wesm closed this in 18788f4 Nov 4, 2012

joaonatali pushed a commit to joaonatali/pandas that referenced this issue Nov 10, 2012
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