weightedcalcs
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nice package!
we have had this open issue in main pandas for a while: https://github.com/pandas-dev/pandas/issues/10030
here is a prospective API (which is similar to what you did): https://github.com/pandas-dev/pandas/issues/15039
If you'd have a look would be great. I think what you did here would be a nice contribution if you are interested.
Thanks, Jeff! Exciting to hear that similar functionality might be coming to pandas
. I'd certainly consider making the contribution myself, but it might take me a while, and I wouldn't want to be a bottleneck. (Would need to get up to speed on pandas
internals / style / conventions, et cetera.) In the meantime, anyone else should feel free to incorporate the weightedcalcs
code for this purpose.