EWM.corr(self, other=None, pairwise=None, **kwargs)[source]

Exponential weighted sample correlation.

otherSeries, DataFrame, or ndarray, optional

If not supplied then will default to self and produce pairwise output.

pairwisebool, default None

If False then only matching columns between self and other will be used and the output will be a DataFrame. If True then all pairwise combinations will be calculated and the output will be a MultiIndex DataFrame in the case of DataFrame inputs. In the case of missing elements, only complete pairwise observations will be used.

biasbool, default False

Use a standard estimation bias correction.


Keyword arguments to be passed into func.

Series or DataFrame

Return type is determined by the caller.

See also


Series ewm.


DataFrame ewm.

Scroll To Top