pandas.core.window.expanding.Expanding.std
- Expanding.std(ddof=1, *args, **kwargs)[source]
-
Calculate the expanding standard deviation.
- Parameters
-
- ddof:int, default 1
-
Delta Degrees of Freedom. The divisor used in calculations is
N - ddof
, whereN
represents the number of elements. - *args
-
For NumPy compatibility and will not have an effect on the result.
- **kwargs
-
For NumPy compatibility and will not have an effect on the result.
- Returns
-
- Series or DataFrame
-
Return type is the same as the original object.
See also
numpy.std
-
Equivalent method for NumPy array.
pandas.Series.expanding
-
Calling expanding with Series data.
pandas.DataFrame.expanding
-
Calling expanding with DataFrames.
pandas.Series.std
-
Aggregating std for Series.
pandas.DataFrame.std
-
Aggregating std for DataFrame.
Notes
The default
ddof
of 1 used inSeries.std()
is different than the defaultddof
of 0 innumpy.std()
.A minimum of one period is required for the rolling calculation.
Examples
>>> s = pd.Series([5, 5, 6, 7, 5, 5, 5])
>>> s.expanding(3).std() 0 NaN 1 NaN 2 0.577350 3 0.957427 4 0.894427 5 0.836660 6 0.786796 dtype: float64
© 2008–2021, AQR Capital Management, LLC, Lambda Foundry, Inc. and PyData Development Team
Licensed under the 3-clause BSD License.
https://pandas.pydata.org/pandas-docs/version/1.3.4/reference/api/pandas.core.window.expanding.Expanding.std.html