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DOC: Clarify the magnitude for truncation #60976

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Feb 21, 2025
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DOC: Clarify the magnitude for truncation #60976

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3 changes: 2 additions & 1 deletion doc/source/user_guide/window.rst
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Expand Up @@ -70,7 +70,8 @@ which will first group the data by the specified keys and then perform a windowi

Some windowing aggregation, ``mean``, ``sum``, ``var`` and ``std`` methods may suffer from numerical
imprecision due to the underlying windowing algorithms accumulating sums. When values differ
with magnitude :math:`1/np.finfo(np.double).eps` this results in truncation. It must be
with magnitude ``1/np.finfo(np.double).eps`` (approximately :math:`4.5 \times 10^{15}`),
this results in truncation. It must be
noted, that large values may have an impact on windows, which do not include these values. `Kahan summation
<https://en.wikipedia.org/wiki/Kahan_summation_algorithm>`__ is used
to compute the rolling sums to preserve accuracy as much as possible.
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