Closed
Description
E.g. for rolling_sum
: http://pandas.pydata.org/pandas-docs/dev/generated/pandas.stats.moments.rolling_sum.html#pandas.stats.moments.rolling_sum
Some issues I encountered:
- it is not mentioned the result is set to the right edge of the window.
- the
center
keyword is not documented. - the explanation for
freq
(Frequency to conform to before computing statistic) is totally unclear to me. Conform how? It seems from the code it is doing a default resample, so this calculates a mean first? - How are NaN's handled?
And something else, an interesting feature (and what I first thought freq
would do) would be that you can specify the window size as a frequency (if dealing with a datetimeindexed series/frame) instead of a number (eg a frequency of '15min' instead of n=15 if your data are every minute).