Closed
Description
Currently ewma()
has an adjust
parameter (affecting how the weights are calculated) whereas all the other ewm*()
functions do not. When they call ewma()
, adjust
is implicitly set to its default value, True
. This is probably fine in most cases, but if ewma()
is going to expose the adjust
parameter, the other ewm*()
should as well.
For clarity, here's the description of the adjust
parameter in _ewm_notes
:
When adjust is True (default), weighted averages are calculated using weights
(1-alpha)**(n-1), (1-alpha)**(n-2), ..., 1-alpha, 1.
When adjust is False, weighted averages are calculated recursively as:
weighted_average[0] = arg[0];
weighted_average[i] = (1-alpha)*weighted_average[i-1] + alpha*arg[i].
On a related note, I'm not sure what the policy/practice is for reordering parameters, but if it's not too strict I'd like to reorder the ewm*()
parameters just a little so that (i) freq
and how
are next to each other, and (ii) adjust
and ignore_na
are next to each other.