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pandas.rolling_std() gives nans where it probably shouldn't #1840

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erg opened this issue Sep 4, 2012 · 4 comments
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pandas.rolling_std() gives nans where it probably shouldn't #1840

erg opened this issue Sep 4, 2012 · 4 comments
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erg commented Sep 4, 2012

The output differs from bottleneck, which also gives nans, but fewer.

The Factor version never outputs nans and otherwise matches the pandas version.

https://gist.github.com/3624548
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erg commented Sep 4, 2012

Same bug report on bottleneck:
pydata/bottleneck#50

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erg commented Sep 6, 2012

Bottleneck is fixing their version of this bug...;)

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erg commented Sep 7, 2012

The bottleneck bug was taking the square root of a negative number. Probably the problem here.

@wesm wesm closed this as completed in 821da97 Sep 7, 2012
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wesm commented Sep 7, 2012

thanks, fixed

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