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ENH: Add method='table' for EWM.mean #42339

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Merged
merged 12 commits into from
Jul 6, 2021
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mroeschke
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@mroeschke mroeschke commented Jul 2, 2021

@mroeschke mroeschke added this to the 1.4 milestone Jul 2, 2021
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attack68 commented Jul 2, 2021

Since this only works for engine='numba' and for mean would it not be better to wrap this simply into mean(engine='numba-table') or the like?

Or, is the plan to try and expand this functionality more generally and therefore your way is better?

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Yes, the hope is to eventually enable method="table" for other EWM operations (var, std) in the future with numba.

This also mirrors the API we have for rolling and expanding

@lithomas1 lithomas1 added the Window rolling, ewma, expanding label Jul 2, 2021
@jreback jreback merged commit 2ed97c0 into pandas-dev:master Jul 6, 2021
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jreback commented Jul 6, 2021

thanks @mroeschke

@mroeschke mroeschke deleted the enh/table_ewm branch July 6, 2021 19:06
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4 participants