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@suzyahyah suzyahyah commented Sep 30, 2025

Rolling variance previously had an indexing bug in the end of the window, in pandas/_libs/window/aggregations.pyx

The implementation now matches numpy rolling variance results, passes "rolling variance correctness" test cases, and all other "rolling_var/std" tests (18/18). It also addresses all of these reported (open) rolling std/var issues

@mroeschke mroeschke added the Window rolling, ewma, expanding label Sep 30, 2025
@suzyahyah suzyahyah requested a review from WillAyd October 1, 2025 01:48
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3 participants