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BUG: exponential moving window covariance fails for multiIndexed DataFrame #34943

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Merged
merged 13 commits into from
Jun 25, 2020

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arw2019
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@arw2019 arw2019 commented Jun 23, 2020

@arw2019 arw2019 marked this pull request as draft June 23, 2020 04:27
@arw2019 arw2019 marked this pull request as ready for review June 24, 2020 20:18
@jreback jreback added MultiIndex Numeric Operations Arithmetic, Comparison, and Logical operations Window rolling, ewma, expanding labels Jun 24, 2020
@arw2019 arw2019 requested a review from jreback June 25, 2020 17:08
@jreback jreback added this to the 1.1 milestone Jun 25, 2020
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lgtm. @mroeschke if any comments

@mroeschke mroeschke merged commit 6a9ceac into pandas-dev:master Jun 25, 2020
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Thanks @arw2019 nice PR!

@arw2019 arw2019 deleted the df-ewm-cov-for-MultiIndex branch June 26, 2020 17:52
fangchenli pushed a commit to fangchenli/pandas that referenced this pull request Jun 27, 2020
…Frame (pandas-dev#34943)

* added test for df.ewm.cov with multiindex

* BUG: fixed _flex_binary_moment for multiindex

* added reference to GH issue

* DOC: updated whatnew

* DOC: moved note to rolling section of whatsnew

* changed df to fixed seed, linearly spaced ints

* removed extraneous comment

* TST: hardcoded expected df for test_multiindex_cov

* TST: cleaned up comment + blank line

* TST: clean up index definition
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BUG: exponential moving window covariance fails for multiIndexed DataFrame
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