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pandas.rolling_std() first value is nan #1884
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Bottleneck has a parameter you can use to set the degrees of freedom. Maybe that's a feature worth implementing?
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Having configurable ddof would be nice. Leaving it for the next release though |
I think the first value being nan is a bug. Maybe this part could get fixed for the release? |
A fair point. I suppose the |
Fixed both issues |
yarikoptic
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* commit 'v0.8.1-203-g67121af': (193 commits) BUG: DataFrame column formatting issue in length-truncated column close pandas-dev#1906 BUG: override min/max in DatetimeIndex to function as expected close pandas-dev#1895 BUG: DataFrame mixed-type arithmetic column-wise, fix DataFrame.diff upcasting->object bug close pandas-dev#1896 BUG: treat nobs=1 >= min_periods case in rolling_std/variance as 0 trivially. close pandas-dev#1884 TST: skip to_file test if URLError occurs on some systems VB: resolve test name conflict and update make script DOC: minor change to build script to help auto build process DOC: fixed extlinks in sphinx conf TST: oops import in wrong place TST: skip test_console_encode if sys.stdin.encoding is None TST: unit test for pandas-dev#1902 and default to csv.QUOTE_MINIMAL Make it possible to set quoting for to_csv ENH: clean up pandas-dev#1691 changes, rls note ENH: add more possible bool values to read_csv pandas-dev#1295 BUG: fix rolling_max/min for small inputs and large windows. Add a check that the min_period <= window size. Fixes pandas-dev#1897. Mention Ubuntu for NeuroDebian repository BUG: don't clobber color keyword in Series.plot, close pandas-dev#1890 DOC: add intersphinx mapping for python library, close pandas-dev#1556 BUG: fix mixed-integer .ix indexing bugs. close#1799 BUG: unicode sheet name in to_excel pandas-dev#1828 ...
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The window is 3, but we want a std at
min_periods=1
. The one-period standard deviation is trivially 0.The pathological case:
Maybe it's because pandas is taking the unbiased std for
N-1
whereN = 1
, so it's dividing by zero?The text was updated successfully, but these errors were encountered: