[TST]: Wrong Corr with Timedelta index #36454
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When using var instead of std, we can solve the numerical issues for the cases where var is still within floating point precision while std would not. |
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ok i'll buy this, why don't you add a bug fix note (in combination with the warning should be sufficient) |
jreback
requested changes
Sep 18, 2020
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Thanks, should we close this issue then? |
� Conflicts: � doc/source/whatsnew/v1.2.0.rst � pandas/tests/window/test_rolling.py
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Looks like this is still worthwhile. Can you merge in master and fix the merge conflicts? |
� Conflicts: � doc/source/whatsnew/v1.2.0.rst � pandas/tests/window/test_rolling.py
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cc @mroeschke Conflicts resolved |
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Sorry could you merge master one more time just to be sure. The travis failure doesn't look related to this PR |
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cc @mroeschke Merged master, checks failure unlrelated. Opened #37404 to clean it up |
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cc @mroeschke Travis successful. Merged master to show ci/checks is green now. |
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Looks like there's one more merge conflict |
� Conflicts: � pandas/tests/window/test_rolling.py
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Done |
jreback
approved these changes
Oct 26, 2020
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thanks @phofl |
kesmit13
pushed a commit
to kesmit13/pandas
that referenced
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Nov 2, 2020
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Series.rolling.corrwhen using aTimedeltabased window. #31286 (closes the issue, if there is no way around the numerical issues)black pandasgit diff upstream/master -u -- "*.py" | flake8 --diff