Skip to content

DOC: ignore_na warning #8567

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
merged 1 commit into from
Oct 16, 2014
Merged

DOC: ignore_na warning #8567

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
19 changes: 13 additions & 6 deletions doc/source/v0.15.0.txt
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -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`)
Expand Down Expand Up @@ -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`)
Expand All @@ -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
Expand Down