Replace std with var

phofl · phofl · commit 88e05894e5ac · 2020-09-18T21:40:34.000+02:00
diff --git a/pandas/core/window/rolling.py b/pandas/core/window/rolling.py
@@ -1908,7 +1908,7 @@ def _get_corr(a, b):
                 window=window, min_periods=self.min_periods, center=self.center
             )
 
-            return a.cov(b, **kwargs) / (a.std(**kwargs) * b.std(**kwargs))
+            return a.cov(b, **kwargs) / (a.var(**kwargs) * b.var(**kwargs)) ** 0.5
 
         return flex_binary_moment(
             self._selected_obj, other._selected_obj, _get_corr, pairwise=bool(pairwise)

Original file line number	Diff line number	Diff line change
`@@ -1908,7 +1908,7 @@ def _get_corr(a, b):`
`1908`	`1908`	`window=window, min_periods=self.min_periods, center=self.center`
`1909`	`1909`	`)`
`1910`	`1910`
`1911`		`- return a.cov(b, kwargs) / (a.std(kwargs) * b.std(**kwargs))`
	`1911`	`+ return a.cov(b, kwargs) / (a.var(kwargs) * b.var(kwargs)) 0.5`
`1912`	`1912`
`1913`	`1913`	`return flex_binary_moment(`
`1914`	`1914`	`self._selected_obj, other._selected_obj, _get_corr, pairwise=bool(pairwise)`