pandas.core.window.Rolling.cov¶
-
Rolling.
cov
(other=None, pairwise=None, ddof=1, **kwargs)[source]¶ Calculate the rolling sample covariance.
- Parameters
other : Series, DataFrame, or ndarray, optional
If not supplied then will default to self and produce pairwise output.
pairwise : bool, default None
If False then only matching columns between self and other will be used and the output will be a DataFrame. If True then all pairwise combinations will be calculated and the output will be a MultiIndexed DataFrame in the case of DataFrame inputs. In the case of missing elements, only complete pairwise observations will be used.
ddof : int, default 1
Delta Degrees of Freedom. The divisor used in calculations is
N - ddof
, whereN
represents the number of elements.**kwargs
Keyword arguments to be passed into func.
- Returns
Series or DataFrame
Return type is determined by the caller.
See also
Series.rolling
Series rolling.
DataFrame.rolling
DataFrame rolling.