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[DOC]: Add warning about rolling sums with large values #36433

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7 changes: 7 additions & 0 deletions doc/source/user_guide/groupby.rst
Original file line number Diff line number Diff line change
Expand Up @@ -851,6 +851,13 @@ and that the transformed data contains no NAs.
Window and resample operations
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

.. warning::

When using ``rolling()`` and an associated function the results are calculated with rolling sums. As a consequence
when having values differing with magnitude :math:`1/np.finfo(np.double).eps` this results in truncation. It must be
noted, that large values may have an impact on windows, which do not include these values. The same holds true for
``Rolling.var()`` for values differing with magnitude :math:`(1/np.finfo(np.double).eps)^{0.5}`.

It is possible to use ``resample()``, ``expanding()`` and
``rolling()`` as methods on groupbys.

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