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The ddof argument is applicable only when nans are not present in the dataframe.
It can be quite common to calculate a covariance matrix from financial data where the last row might be nan since the difference is taken between values. One might expect that since the result is given the ddof is adhered to. But it is not. I think this should be explicitly stated in the argument documentation, rather than hidden in the notes.
Suggested fix for documentation
.
The text was updated successfully, but these errors were encountered:
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hereLocation of the documentation
https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.cov.html
Documentation problem
The
ddof
argument is applicable only whennan
s are not present in the dataframe.It can be quite common to calculate a covariance matrix from financial data where the last row might be
nan
since the difference is taken between values. One might expect that since the result is given theddof
is adhered to. But it is not. I think this should be explicitly stated in the argument documentation, rather than hidden in the notes.Suggested fix for documentation
.
The text was updated successfully, but these errors were encountered: