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pandas-dev / pandas Public

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ENH: Numerically stable Cython functions `roll_cov` and `roll_corr`#8326

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jaimefrio wants to merge 3 commits intopandas-dev:masterpandas-dev/pandas:masterfrom jaimefrio:stable_rolling_covjaimefrio/pandas:stable_rolling_covCopy head branch name to clipboard

+253-49

Conversation Commits3 (3)Checks Files changed

Commits

Commits on Sep 19, 2014

ENH: stable rolling_cov using a Welford-like method
jaimefrio
committed
ENH: Refactor roll_var to follow roll_cov structure
jaimefrio
committed
ENH: Single pass, stable roll_corr
jaimefrio
committed

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