Álvaro Kothe

Results 21 comments of Álvaro Kothe

> have you taken on things from this fix? My approach differs a lot from yours, so no.

Got it. I am checking for catastrophic cancellation when updating the 3rd central moment, as it's the most sensible of all. When this happens, I recompute the window.

Honestly, I don't know. But I think that we should arrive to a general solution for numerical stability (algorithm-wise) to compute the rolling variance, skewness and kurtosis. I don't know...

> Is this issue with data precision limitations? Yes, most of the problems are related to arithmetic problems in floating point numbers. Using a more precise data type or stabler...

@SergioGarcia00 Can you update the description linking to the relevant issue?

Looks like this issue exists for all engines (C, Python and PyArrow). The main problem is that it reads the value as a string, then it tries to convert to...

> Could you please guide me on how to use the doc/make.py file to generate the HTML files for previewing? @UnkownHunter most of the information necessary should be available in...

@kurtmckee Could you please review this pull request when you have a chance?

Hi @mroeschke, I created a PR (#62446) that can help the verification of these fixes in CI.