pandas.api.typing.Rolling.std — pandas 3.0.0rc0+34.g04a554c9f1 documentation (original) (raw)

Rolling.std(ddof=1, numeric_only=False, engine=None, engine_kwargs=None)[source]#

Calculate the rolling standard deviation.

Parameters:

ddofint, default 1

Delta Degrees of Freedom. The divisor used in calculations is N - ddof, where N represents the number of elements.

numeric_onlybool, default False

Include only float, int, boolean columns.

enginestr, default None

• 'cython' : Runs the operation through C-extensions from cython.
• 'numba' : Runs the operation through JIT compiled code from numba.
• None : Defaults to 'cython' or globally setting compute.use_numba

engine_kwargsdict, default None

• For 'cython' engine, there are no accepted engine_kwargs
• For 'numba' engine, the engine can accept nopython, nogiland parallel dictionary keys. The values must either be True orFalse.

The default engine_kwargs for the 'numba' engine is{'nopython': True, 'nogil': False, 'parallel': False}.

Returns:

Series or DataFrame

Return type is the same as the original object with np.float64 dtype.

See also

numpy.std

Equivalent method for NumPy array.

Series.rolling

Calling rolling with Series data.

DataFrame.rolling

Calling rolling with DataFrames.

Series.std

Aggregating std for Series.

DataFrame.std

Aggregating std for DataFrame.

Notes

The default ddof of 1 used in Series.std() is different than the default ddof of 0 in numpy.std().

A minimum of one period is required for the rolling calculation.

Examples

s = pd.Series([5, 5, 6, 7, 5, 5, 5]) s.rolling(3).std() 0 NaN 1 NaN 2 0.577350 3 1.000000 4 1.000000 5 1.154701 6 0.000000 dtype: float64