Update rolling skew & kurtosis to handle cases where they aren't defined #5760
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| @@ -0,0 +1,58 @@ | |||
| # -*- coding: utf-8 -*- | |||
There was a problem hiding this comment.
can you put this instead in pandas/stats/tests/tests_moments.py
|
pls add a mention in Bug Fixes in 0.13.1...thxs otherwise looks ready to go |
|
I made those changes. I noticed there were already tests for the rolling moments but they were geared towards randomized series of acceptable length, so I added these tests separately - I gave them the umbrella title "edge cases". Is that sufficient? |
|
@yieldsfalsehood perfect thanks just need to rebase away the track branch...so this: delete the merge remote-tracking branch then see here: https://github.com/pydata/pandas/wiki/Using-Git |
|
Woops! Sorry. |
|
pls rebase and then I think can mergge this |
The rolling skewness and kurtosis in algos.pyx were modified to match the testing logic in pandas/core/nanops.py. They now both return NaN where they are not defined, which occurs where there are either too few observations or where the variance is zero. A set of tests was added to verify that Nan is returned in these cases and that the computations continue to work correctly when the values are defined.
|
There we go. Sorry - first PR. Thanks for the patience. |
jreback
added a commit
that referenced
this pull request
Jan 16, 2014
Update rolling skew & kurtosis to handle cases where they aren't defined
|
thanks! |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
closes #5749
The rolling skewness and kurtosis in algos.pyx were modified to match
the testing logic in pandas/core/nanops.py. They now both return NaN
where they are not defined, which occurs where there are either too
few observations or where the variance is zero.
A set of tests was added to verify that Nan is returned in these cases
and that the computations continue to work correctly when the values
are defined.