Add Expanding and EWM.mean #412
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@mroeschke if u can add some tests esp to assert the NotImplemented
| raise ValueError("alpha must satisfy: 0 < alpha <= 1") | ||
| com = (1 - alpha) / alpha | ||
| else: | ||
| raise ValueError("Must pass one of com, span, halflife, or alpha") |
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Added tests for these.
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I started working on implementing EWMA today then halfway through I realized "hey I should probably check if there were any PRs in the last month since I last checked". Then I found this and threw away what I had haha Nice work with this :) I think useful next steps would be adding nan handling, min_periods, and std. Do you have any plans to implement these? If not I can give it a stab. |
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Agreed, and it would be great if you could follow up with those features @ramicaza! I don't think I'll be able to tackle that if/when this PR is merged in. |
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@martindurant ready for a look when you get the chance (the failing test seems unrelated |
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Agreed, same as in #411 |
xref #220
Added
expandingandewmops. Forewm, I used pandas' ewm implementation.