ENH: add "adjust" parameter to ewmvar(), ewmstd(), ewmvol(), ewmcov(), and ewmcorr() #7911
Labels
Algos
Non-arithmetic algos: value_counts, factorize, sorting, isin, clip, shift, diff
API Design
Numeric Operations
Arithmetic, Comparison, and Logical operations
Milestone
Currently
ewma()
has anadjust
parameter (affecting how the weights are calculated) whereas all the otherewm*()
functions do not. When they callewma()
,adjust
is implicitly set to its default value,True
. This is probably fine in most cases, but ifewma()
is going to expose theadjust
parameter, the otherewm*()
should as well.For clarity, here's the description of the
adjust
parameter in_ewm_notes
:On a related note, I'm not sure what the policy/practice is for reordering parameters, but if it's not too strict I'd like to reorder the
ewm*()
parameters just a little so that (i)freq
andhow
are next to each other, and (ii)adjust
andignore_na
are next to each other.The text was updated successfully, but these errors were encountered: