BUG: ewm*() interpretation of min_periods is off by one by seth-p · Pull Request #7898 · pandas-dev/pandas (original) (raw)

In the process of adding tests for min_periods = 0, 1, I noticed the following, which is really messing up the testing. I think all these functions should return NaN for a single value.

I just noticed that ewmvar, ewmstd, ewmvol, ewmcov, rolling_var, rolling_std, returns 0.0 for a single value (assuming min_periods=0); whereas Series.std, Series.var, ewmcorr, expanding_cov, expanding_corr, expanding_std, expanding_vol, and expanding_var, rolling_cov, and rolling_corr all return NaN for a single value.