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ENH: Add support for calculating EWMA with a time component #34839

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Merged
merged 54 commits into from
Jul 6, 2020
Merged

ENH: Add support for calculating EWMA with a time component #34839

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f220181
Add documentaiton for new time and half-life parameters
Jun 9, 2020
a3d490f
clarify only for mean
Jun 9, 2020
f90f8a7
Merge remote-tracking branch 'upstream/master' into time_ewma
Jun 10, 2020
c7ce08b
Merge remote-tracking branch 'upstream/master' into time_ewma
Jun 10, 2020
66c9799
update docstring and calculate distances in the __init__
Jun 12, 2020
144bcaf
refactor distances, remove note about only applying to mean
Jun 12, 2020
4297cae
Have ewm functions accept distances
Jun 12, 2020
d200bb7
Only commit to mean
Jun 12, 2020
f3e3b6b
fetch an ewma_time_function
Jun 12, 2020
7ee69be
Merge remote-tracking branch 'upstream/master' into time_ewma
Jun 14, 2020
be0ad74
Fill out more ewm_time
Jun 14, 2020
28bf607
Merge remote-tracking branch 'upstream/master' into time_ewma
Jun 14, 2020
52fdea5
Add typing for new arguments
Jun 14, 2020
6059bc2
Clarify docs
Jun 14, 2020
78f3399
Grammar
Jun 14, 2020
f3925b4
Finish algorithm, clean constructors
Jun 14, 2020
9b53518
Begin adding tests
Jun 14, 2020
77d8c9d
Adjust some parameters to fix tests
Jun 15, 2020
6b630b3
Merge remote-tracking branch 'upstream/master' into time_ewma
Jun 17, 2020
4a214a1
Add result of ewm operation
Jun 17, 2020
7276505
lint
Jun 17, 2020
62b9050
isort
Jun 17, 2020
4d1535f
Add spacing in colons
Jun 17, 2020
5300594
Add whatsnew entry
Jun 17, 2020
1f085f1
Lint cython file
Jun 17, 2020
693bee2
Fix typing validations
Jun 17, 2020
1a4c61f
Merge remote-tracking branch 'upstream/master' into time_ewma
Jun 17, 2020
93bcb3d
lint
Jun 17, 2020
ae8c7d2
spelling
Jun 17, 2020
7a707a2
Merge remote-tracking branch 'upstream/master' into time_ewma
Jun 19, 2020
016764f
Add versionadded tags
Jun 19, 2020
d809e51
Get correct error message
Jun 19, 2020
37962fb
Merge split string
Jun 19, 2020
90e2a28
black file
Jun 19, 2020
5e45c3f
Merge remote-tracking branch 'upstream/master' into time_ewma
Jun 21, 2020
e2e875f
Correct algo to match base case with halflife=1
Jun 21, 2020
4a9c494
Include nans in the test
Jun 21, 2020
5a1f244
Add test with variable spaced times
Jun 21, 2020
b9b3dfe
Add doc example
Jun 21, 2020
76a02b4
change EWM abbreviation
Jun 21, 2020
2d681aa
Lint
Jun 22, 2020
067e4fb
Merge remote-tracking branch 'upstream/master' into time_ewma
Jun 23, 2020
d0dff28
Add documentation to computation.rst
Jun 23, 2020
7477f0e
Merge remote-tracking branch 'upstream/master' into time_ewma
Jun 25, 2020
39c241d
let center_of_mass_calculation raise any halflife errors
Jun 25, 2020
999cffb
Add back halflife check
Jun 26, 2020
988a378
Merge remote-tracking branch 'upstream/master' into time_ewma
Jun 26, 2020
58ca9fc
Merge remote-tracking branch 'upstream/master' into time_ewma
Jun 26, 2020
c430349
Change halflife check
Jun 26, 2020
a5c06de
Merge remote-tracking branch 'upstream/master' into time_ewma
Jun 27, 2020
e540287
Add ASV
Jun 27, 2020
a8e86e3
Test timezones
Jun 27, 2020
ed141d3
Lint
Jun 28, 2020
1debd80
Merge remote-tracking branch 'upstream/master' into time_ewma
Jul 6, 2020
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Merge remote-tracking branch 'upstream/master' into time_ewma
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Matt Roeschke committed Jun 17, 2020
commit 1a4c61f20f7cba1b32c6f98185f8f308655a4a48

This merge commit was added into this branch cleanly.

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