pandas.core.window.rolling.Window.var — pandas 2.2.3 documentation (original) (raw)

Window.var(ddof=1, numeric_only=False, **kwargs)[source]#

Calculate the rolling weighted window variance.

Parameters:

numeric_onlybool, default False

Include only float, int, boolean columns.

Added in version 1.5.0.

**kwargs

Keyword arguments to configure the SciPy weighted window type.

Returns:

Series or DataFrame

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

Examples

ser = pd.Series([0, 1, 5, 2, 8])

To get an instance of Window we need to pass the parameter win_type.

type(ser.rolling(2, win_type='gaussian')) <class 'pandas.core.window.rolling.Window'>

In order to use the SciPy Gaussian window we need to provide the parametersM and std. The parameter M corresponds to 2 in our example. We pass the second parameter std as a parameter of the following method:

ser.rolling(2, win_type='gaussian').var(std=3) 0 NaN 1 0.5 2 8.0 3 4.5 4 18.0 dtype: float64