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Merge pull request #11603 from jreback/rolling
API: provide Rolling/Expanding/EWM objects for deferred rolling type calculations #10702
2 parents 1357321 + 1890a88 commit 2a1d9f2

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doc/source/api.rst

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@@ -194,72 +194,16 @@ Top-level evaluation
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eval
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Standard moving window functions
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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.. autosummary::
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:toctree: generated/
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rolling_count
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rolling_sum
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rolling_mean
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rolling_median
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rolling_var
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rolling_std
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rolling_min
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rolling_max
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rolling_corr
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rolling_corr_pairwise
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rolling_cov
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rolling_skew
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rolling_kurt
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rolling_apply
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rolling_quantile
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rolling_window
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.. _api.functions_expanding:
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Standard expanding window functions
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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.. autosummary::
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:toctree: generated/
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expanding_count
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expanding_sum
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expanding_mean
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expanding_median
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expanding_var
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expanding_std
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expanding_min
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expanding_max
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expanding_corr
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expanding_corr_pairwise
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expanding_cov
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expanding_skew
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expanding_kurt
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expanding_apply
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expanding_quantile
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Exponentially-weighted moving window functions
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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.. autosummary::
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:toctree: generated/
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ewma
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ewmstd
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ewmvar
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ewmcorr
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ewmcov
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.. _api.series:
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Series
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------
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Constructor
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~~~~~~~~~~~
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.. currentmodule:: pandas
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.. autosummary::
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:toctree: generated/
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@@ -344,14 +288,17 @@ Binary operator functions
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Series.ne
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Series.eq
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Function application, GroupBy
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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Function application, GroupBy & Window
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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.. autosummary::
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:toctree: generated/
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Series.apply
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Series.map
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Series.groupby
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Series.rolling
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Series.expanding
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Series.ewm
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.. _api.series.stats:
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DataFrame.combine
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DataFrame.combine_first
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Function application, GroupBy
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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Function application, GroupBy & Window
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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.. autosummary::
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:toctree: generated/
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DataFrame.apply
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DataFrame.applymap
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DataFrame.groupby
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DataFrame.rolling
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DataFrame.expanding
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DataFrame.ewm
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.. _api.dataframe.stats:
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TimedeltaIndex.to_series
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TimedeltaIndex.round
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Window
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------
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.. currentmodule:: pandas.core.window
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Rolling objects are returned by ``.rolling`` calls: :func:`pandas.DataFrame.rolling`, :func:`pandas.Series.rolling`, etc.
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Expanding objects are returned by ``.expanding`` calls: :func:`pandas.DataFrame.expanding`, :func:`pandas.Series.expanding`, etc.
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EWM objects are returned by ``.ewm`` calls: :func:`pandas.DataFrame.ewm`, :func:`pandas.Series.ewm`, etc.
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Standard moving window functions
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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.. currentmodule:: pandas.core.window
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.. autosummary::
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:toctree: generated/
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Rolling.count
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Rolling.sum
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Rolling.mean
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Rolling.median
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Rolling.var
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Rolling.std
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Rolling.min
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Rolling.max
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Rolling.corr
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Rolling.cov
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Rolling.skew
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Rolling.kurt
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Rolling.apply
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Rolling.quantile
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Window.mean
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Window.sum
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.. _api.functions_expanding:
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Standard expanding window functions
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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.. currentmodule:: pandas.core.window
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.. autosummary::
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:toctree: generated/
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Expanding.count
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Expanding.sum
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Expanding.mean
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Expanding.median
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Expanding.var
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Expanding.std
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Expanding.min
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Expanding.max
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Expanding.corr
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Expanding.cov
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Expanding.skew
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Expanding.kurt
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Expanding.apply
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Expanding.quantile
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Exponentially-weighted moving window functions
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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.. currentmodule:: pandas.core.window
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.. autosummary::
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:toctree: generated/
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EWM.mean
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EWM.std
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EWM.var
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EWM.corr
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EWM.cov
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GroupBy
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-------
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.. currentmodule:: pandas.core.groupby

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