PERF: Rolling/Expanding.cov/corr

[mroeschke]

• tests added / passed
• Ensure all linting tests pass, see here for how to run them
• whatsnew entry

Also I think I stumbled on some bugs along the way; added whatsnew and modified the existing tests where necessary.

$ asv_bench % asv continuous -f 1.1 upstream/master HEAD -b rolling.Pairwise.time_groupby

       before           after         ratio
     [f79468b8]       [6a1e8592]
     <master>         <ref/groupby_rolling_pairwise>
-        299±50ms         178±20ms     0.59  rolling.Pairwise.time_groupby(1000, 'corr', True)
-         272±7ms         157±20ms     0.58  rolling.Pairwise.time_groupby(1000, 'cov', True)
-         262±1ms          146±4ms     0.56  rolling.Pairwise.time_groupby(None, 'cov', True)
-        303±10ms          158±6ms     0.52  rolling.Pairwise.time_groupby(10, 'cov', True)
-        279±20ms        139±0.7ms     0.50  rolling.Pairwise.time_groupby(None, 'corr', True)
-        315±10ms         149±10ms     0.47  rolling.Pairwise.time_groupby(10, 'corr', True)
-         137±2ms       34.0±0.8ms     0.25  rolling.Pairwise.time_groupby(10, 'cov', False)
-         127±5ms         28.2±1ms     0.22  rolling.Pairwise.time_groupby(None, 'cov', False)
-         134±5ms       28.1±0.4ms     0.21  rolling.Pairwise.time_groupby(1000, 'cov', False)
-         135±2ms         27.7±1ms     0.21  rolling.Pairwise.time_groupby(None, 'corr', False)
-        178±10ms         33.7±2ms     0.19  rolling.Pairwise.time_groupby(10, 'corr', False)
-        159±20ms         29.9±2ms     0.19  rolling.Pairwise.time_groupby(1000, 'corr', False)

SOME BENCHMARKS HAVE CHANGED SIGNIFICANTLY.
PERFORMANCE INCREASED.

[jreback]

wow. can you type the input / output args and add a doc-string.

[mroeschke]

Done (a testament to how complex groupby apply is)

[jreback]

thanks @mroeschke