Description
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Note: Please read this guide detailing how to provide the necessary information for us to reproduce your bug.
Code Sample, a copy-pastable example
import pandas as pd
to_test = pd.DataFrame({ "data": [1,2,3,4,5,6,7,8,9,10] })
exponent = to_test.rolling((3,4), win_type="exponential").mean()
print(exponent)ValueError: exponential window requires tau
import pandas as pd
to_test = pd.DataFrame({ "data": [1,2,3,4,5,6,7,8,9,10] })
exponent = to_test.rolling(3, win_type="exponential", tau=4).mean()
print(exponent)TypeError: rolling() got an unexpected keyword argument 'tau'
Problem description
I can't get exponential rolling working, and there's no documentation on this.
Expected Output
The exponential mean of the first 4 values
Output of pd.show_versions()
INSTALLED VERSIONS
commit : None
python : 3.7.7.final.0
python-bits : 64
OS : Darwin
OS-release : 19.3.0
machine : x86_64
processor : i386
byteorder : little
LC_ALL : None
LANG : en_GB.UTF-8
LOCALE : en_GB.UTF-8
pandas : 1.0.4
numpy : 1.18.5
pytz : 2020.1
dateutil : 2.8.1
pip : 20.1.1
setuptools : 46.0.0
Cython : 0.29.17
pytest : 5.4.2
hypothesis : None
sphinx : None
blosc : None
feather : 0.4.1
xlsxwriter : None
lxml.etree : None
html5lib : None
pymysql : None
psycopg2 : None
jinja2 : 2.11.2
IPython : 7.14.0
pandas_datareader: None
bs4 : None
bottleneck : None
fastparquet : None
gcsfs : None
lxml.etree : None
matplotlib : 3.2.1
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : 0.17.0
pytables : None
pytest : 5.4.2
pyxlsb : None
s3fs : None
scipy : 1.4.1
sqlalchemy : None
tables : None
tabulate : 0.8.7
xarray : None
xlrd : None
xlwt : None
xlsxwriter : None
numba : None