BUG: Error in rolling_var if window is larger than array, fixes #7297 #7572
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fixes #7297
Other rolling window functions rely on the logic in
_check_minp
, and split the iteration into the ranges[0, minp-1)
and(minp-1, N)
. Because of the wayrolling_var
handles things, splitting the iteration into[0, win)
and(win, N)
makes more sense. Added also some comments as to what is going on elsewhere in the code.No tests have been added, as @kdiether seems to have that very advanced.