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

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max-sixty opened this issue Aug 10, 2015 · 2 comments
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API Design Numeric Operations Arithmetic, Comparison, and Logical operations
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@max-sixty
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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.

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

@jreback
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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 jreback added Difficulty Novice API Design Numeric Operations Arithmetic, Comparison, and Logical operations labels Aug 11, 2015
@jreback jreback added this to the Next Major Release milestone Aug 11, 2015
@jreback jreback modified the milestones: 0.18.1, Next Major Release, 0.18.0 Mar 1, 2016
evectant pushed a commit to evectant/pandas that referenced this issue Mar 6, 2016
Closes pandas-dev#10789. Adds domain checks for exponentially weighted functions.
@jreback jreback closed this as completed in 547c784 Mar 6, 2016
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Labels
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