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DOC: clarify default window in rolling method #18177

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Nov 30, 2017
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DOC: clarify default window in rolling method #18177

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255978d
Clarify default window in rolling()
dstansby Nov 8, 2017
d705278
Add link to scipy window function docs
dstansby Nov 9, 2017
dadec30
Add scipy windows link to computation.rst
dstansby Nov 9, 2017
7085458
Clarify wording
dstansby Nov 11, 2017
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4 changes: 3 additions & 1 deletion doc/source/computation.rst
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Expand Up @@ -344,7 +344,9 @@ The following methods are available:
:meth:`~Window.sum`, Sum of values
:meth:`~Window.mean`, Mean of values

The weights used in the window are specified by the ``win_type`` keyword. The list of recognized types are:
The weights used in the window are specified by the ``win_type`` keyword.
The list of recognized types are the `scipy.signal window functions
<https://docs.scipy.org/doc/scipy/reference/signal.html#window-functions>`__:

- ``boxcar``
- ``triang``
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3 changes: 3 additions & 0 deletions pandas/core/window.py
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Expand Up @@ -503,6 +503,9 @@ class Window(_Window):
* ``general_gaussian`` (needs power, width)
* ``slepian`` (needs width).

If ``win_type=None`` a boxcar window is used. To learn more about different
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this is not correct, the default is in fact win_type=None, which means your window is specified by the the window parameters; only if you actually specify a win_type do you get a specific weighted window.

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Fundamentally doing a rolling window calculation involves choosing a window, so what window does passing win_type=None choose? I thought it was a boxcar?

Is it valid to specify both the window parameters and the window type, or can only one be provided?

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most operations are an u weighted window
only if you specify win_type do you get a special weighted window (which also has only sum/mean) methods (this is not very common usage, not using win_type is by far the most common)

i think the docs in computation are pretty clear in this

certainly could add more / better examples in the doc string

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Right, so if you don't specify win_type you get an un-weighted window, which is a boxcar window, which is what my addition says.

I disagree that the docs are pretty clear, and I think this helps clear them up. (I also think it doesn't confuse anything, and I'm 99% sure what I've written is correct!)

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Yes, the current default uniform unweighted window is apparently a boxcar window (which I only learned by looking up what a boxcar window is).
I think that I am not alone in that, therefore I would change the explanation slightly to first explain what the default window is, and then only to say that this is called a boxcar window (people should certainly not need to follow a link to know what the meaning of the default is IMO)

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Ah, I think I understand the confusion now - I don't have time now, but will try and revise later.

window types see `scipy.signal window functions
<https://docs.scipy.org/doc/scipy/reference/signal.html#window-functions>`__.
"""

def validate(self):
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