ewm_mean_by
documented formula for the decay parameter is incorrect
#18377
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Improvements or additions to documentation
Description
The formula supplied for is currently incorrect. For small time intervals, it would imply that is close to , so the ewm would be very close to the current value, which is not the expected behaviour of ewms. Instead, would yield the correct behaviour (and is indeed what is shown in
ewm_mean
documentation, as well aspandas
documentation forewm
).Link
https://docs.pola.rs/api/python/stable/reference/expressions/api/polars.Expr.ewm_mean_by.html
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