Expanding.cov(self, other=None, pairwise=None, ddof=1, **kwargs)[source]

Calculate the expanding sample covariance.

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 MultiIndexed DataFrame in the case of DataFrame inputs. In the case of missing elements, only complete pairwise observations will be used.

ddofint, default 1

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


Keyword arguments to be passed into func.

Series or DataFrame

Return type is determined by the caller.

See also


Series expanding.


DataFrame expanding.

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