Fix rolling var bug #62514
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Fix rolling var bug #62514
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WillAyd
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WillAyd
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This looks pretty good - thanks @suzyahyah . Can you also add a whatsnew note describing the fix to the 3.0.0 changelog?
@mroeschke any comments from your end?
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Great thanks @suzyahyah - nice work! |
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Rolling variance previously had an indexing bug in the end of the window, in
pandas/_libs/window/aggregations.pyxThe implementation now matches numpy rolling variance results, passes "rolling variance correctness" test cases, and all other "rolling_var/std" tests (18/18). It also addresses all of these reported (open) rolling std/var issues
closes
BUG: Rolling variance is negative #52407
BUG: roll_std compute different result when input same data with diffrent length #55343
BUG: Incorrect rolling std #54518
BUG: Rolling std() error #47721
Potentially closes
test_rolling_var_numerical_issues on linux py_3.8_32 failing on MacPython.pandas-wheels #37398
COMPAT/BLD: rolling failed on Arm64 and ppc64le Linux #38921,
TST: Tests broken in ARM #41740
All tests for rolling variance that were previously failing now pass.
Added tests from 52407, 47721, 54518