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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)
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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