ENH: Allow exponentially weighted functions to specify alpha directly #12492
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evectant
commented
Feb 29, 2016
evectant
commented
- Closes ENH: Allow exponential weighing functions to specify alpha, in addition to span / com / halflife #10789
- Passes Travis CI, nosetests, and flake8
- Covered by new tests in test_window.py:TestMoments
- Documented in computation.rst and v0.18.0.txt
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I am not sure we do any validity checks on any com parameters eg is alpha=0 valid? |
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That's actually a question I had. Zero alpha is not okay, but zero half-life isn't either, and the code is not checking for that. Should I add the checks for |
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yep I think we need some sanity checks as well here - raising a helpful ValueError would be nice (rather than giving weird/odd results) |
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| @@ -1066,6 +1066,67 @@ def test_ewma_halflife_arg(self): | |||
| halflife=50) | |||
| self.assertRaises(Exception, mom.ewma, self.arr) | |||
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| def test_ewma_alpha_old_api(self): | |||
| with tm.assert_produces_warning(FutureWarning, check_stacklevel=False): | |||
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add the issue number as a comment here
jreback
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API Design
Numeric Operations
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thanks @evectant just minor comments. |
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@jreback: Added the comments, slightly reworded the description in computation.rst. Pushed and green. |
| :math:`\alpha = 1 - exp(log(0.5) / halflife)` | ||
| alpha : float, optional | ||
| Specify smoothing factor :math:`\alpha` directly |
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can you add a versionadded tag here
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looks good. just some minor documentation comments. |
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pls rebase and push again, master has been updated |
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| if span is not None: | ||
| # convert span to center of mass | ||
| raise Exception("com, span, halflife, and alpha " |
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can you make this a ValueError
Closes pandas-dev#10789. Adds domain checks for exponentially weighted functions.
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@jreback: Pushed and green. |
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thanks @evectant great PR! |
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give a look at the built documentation (should be done shortly), http://pandas-docs.github.io/pandas-docs-travis/ and make sure looks ok (obviously where you changed things!). If not pls issue a follow. |
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@jreback The docs look good to me. Thanks for your help with the commit. |
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looks good thanks for the PR! |
