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Added Series.ewm_std/2 and Series.ewm_var/2 #778

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merged 3 commits into from
Dec 17, 2023

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rtvu
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@rtvu rtvu commented Dec 17, 2023

Closes #776.

@@ -73,6 +73,8 @@ defmodule Explorer.Backend.LazySeries do
window_sum: 5,
window_standard_deviation: 5,
ewm_mean: 5,
ewm_std: 6,
ewm_var: 6,
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We call these things variance and standard_deviation below. Should we rename these two to match them?

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The function names were copied as is from polars. We should rename to match the convention used in Explorer.

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Looks great to me, I have added only one suggestion to the name (which can likely be addressed with a search+replace).

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rtvu commented Dec 17, 2023

The functions have been renamed to ewm_standard_deviation/2 and ewm_variance/2.

@josevalim josevalim merged commit fe46279 into elixir-explorer:main Dec 17, 2023
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Add support for ewm_std and ewm_var
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