DOC/PERF: Decide how to handle floating point artifacts during rolling calculations · Issue #37051 · pandas-dev/pandas (original) (raw)

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Description

Currently we have a check here that artificially handles a numerical precision issue in rolling.var and rolling.std where our rolling variance calculation is carrying forward floating point artifacts. Ideally we should be using a more numerically stable algorithm (maybe Kahan summation) so this check isn't so arbitrary.

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