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Pairwise versions for rolling_cov, ewmcov and expanding_cov #4950

Merged
merged 5 commits into from
Mar 28, 2014
Merged

Pairwise versions for rolling_cov, ewmcov and expanding_cov #4950

merged 5 commits into from
Mar 28, 2014

Commits on Mar 28, 2014

  1. TST: Added tests for pairwise behaviour in rolling moments. 

    Added a test for rolling_cov_pairwise similar to the test for
rolling_corr_pairwise.

Added tests for ewmcov_pairwise and ewmcorr_pairwise.

Added test for expanding_cov_pairwise based on the test for
expanding_corr_pairwise.
    @tobias-aam
    Tobias Brandt authored and tobias-aam committed Mar 28, 2014
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  2. ENH: Implemented pairwise rolling moment functions. 

    Implemented rolling_cov_pairwise function.

Implemented ewmcov_pairwise and ewmcorr_pairwise.

Implemented expanding_cov_pairwise.

Refactored the rolling moment functions to use _flex_pairwise_moment.
    @tobias-aam
    Tobias Brandt authored and tobias-aam committed Mar 28, 2014
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  3. ENH: Folded the *_pairwise rolling moment functions into the base fun… 

    …ction API.
    @tobias-aam
    Tobias Brandt authored and tobias-aam committed Mar 28, 2014
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  4. DOC: Updated documentation for pairwise API changes. 

    Added a release note and example usage for pairwise=True.
    @tobias-aam
    Tobias Brandt authored and tobias-aam committed Mar 28, 2014
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  5. ENH: Marked rolling_corr_pairwise and expanding_corr_pairwise as depr… 

    …ecated.
    @tobias-aam
    Tobias Brandt authored and tobias-aam committed Mar 28, 2014
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