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lines changed Original file line number Diff line number Diff line change @@ -233,8 +233,9 @@ see the :ref:`groupby docs <groupby.transform.window_resample>`.
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When using ``rolling() `` and an associated function the results are calculated with rolling sums. As a consequence
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when having values differing with magnitude :math: `1 /np.finfo(np.double).eps` this results in truncation. It must be
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- noted, that large values may have an impact on windows, which do not include these values. The same holds true for
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- ``Rolling.var() `` for values differing with magnitude :math: `(1 /np.finfo(np.double).eps)^{0.5 }`.
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+ noted, that large values may have an impact on windows, which do not include these values. Kahan summation is used
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+ to compute the rolling sums to preserve accuracy as much as possible.The same holds true for ``Rolling.var() `` for
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+ values differing with magnitude :math: `(1 /np.finfo(np.double).eps)^{0.5 }`.
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We work with ``rolling ``, ``expanding `` and ``exponentially weighted `` data through the corresponding
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objects, :class: `~pandas.core.window.Rolling `, :class: `~pandas.core.window.Expanding ` and :class: `~pandas.core.window.ExponentialMovingWindow `.
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