diff --git a/doc/source/v0.15.0.txt b/doc/source/v0.15.0.txt index 5149be1afbd2f..f8a245f750068 100644 --- a/doc/source/v0.15.0.txt +++ b/doc/source/v0.15.0.txt @@ -534,7 +534,7 @@ Rolling/Expanding Moments API changes ``ddof`` argument (with a default value of ``1``) was previously undocumented. (:issue:`8064`) - :func:`ewma`, :func:`ewmstd`, :func:`ewmvol`, :func:`ewmvar`, :func:`ewmcov`, and :func:`ewmcorr` - now interpret ``min_periods`` in the same manner that the ``rolling_*`` and ``expanding_*`` functions do: + now interpret ``min_periods`` in the same manner that the :func:`rolling_*()` and :func:`expanding_*()` functions do: a given result entry will be ``NaN`` if the (expanding, in this case) window does not contain at least ``min_periods`` values. The previous behavior was to set to ``NaN`` the ``min_periods`` entries starting with the first non- ``NaN`` value. (:issue:`7977`) @@ -582,11 +582,18 @@ Rolling/Expanding Moments API changes ewma(Series([1., None, 8.]), com=2., ignore_na=True) # pre-0.15.0 behavior ewma(Series([1., None, 8.]), com=2., ignore_na=False) # new default + .. warning:: + + By default (``ignore_na=False``) the :func:`ewm*()` functions' weights calculation + in the presence of missing values is different than in pre-0.15.0 versions. + To reproduce the pre-0.15.0 calculation of weights in the presence of missing values + one must specify explicitly ``ignore_na=True``. + - Bug in :func:`expanding_cov`, :func:`expanding_corr`, :func:`rolling_cov`, :func:`rolling_cor`, :func:`ewmcov`, and :func:`ewmcorr` returning results with columns sorted by name and producing an error for non-unique columns; now handles non-unique columns and returns columns in original order (except for the case of two DataFrames with ``pairwise=False``, where behavior is unchanged) (:issue:`7542`) -- Bug in :func:`rolling_count` and ``expanding_*`` functions unnecessarily producing error message for zero-length data (:issue:`8056`) +- Bug in :func:`rolling_count` and :func:`expanding_*()` functions unnecessarily producing error message for zero-length data (:issue:`8056`) - Bug in :func:`rolling_apply` and :func:`expanding_apply` interpreting ``min_periods=0`` as ``min_periods=1`` (:issue:`8080`) - Bug in :func:`expanding_std` and :func:`expanding_var` for a single value producing a confusing error message (:issue:`7900`) - Bug in :func:`rolling_std` and :func:`rolling_var` for a single value producing ``0`` rather than ``NaN`` (:issue:`7900`) @@ -609,16 +616,16 @@ Rolling/Expanding Moments API changes .. code-block:: python - In [69]: ewmvar(s, com=2., bias=False) - Out[69]: + In [89]: ewmvar(s, com=2., bias=False) + Out[89]: 0 -2.775558e-16 1 3.000000e-01 2 9.556787e-01 3 3.585799e+00 dtype: float64 - In [70]: ewmvar(s, com=2., bias=False) / ewmvar(s, com=2., bias=True) - Out[70]: + In [90]: ewmvar(s, com=2., bias=False) / ewmvar(s, com=2., bias=True) + Out[90]: 0 1.25 1 1.25 2 1.25