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Refactor ewm_std and ewm_var to support adjust and bias parameters
This is a WIP.
I'm still fairly green in Rust, so comments and critiques are welcome!
TODO:
- [x] Complete the implementation of
Series::ewm_varandSeries::ewm_std - [x] Handle
min_periodsparameter - [x] Expose the
biasparameter inpy-polars - [ ] Write test cases on the Python side.
- [ ] Better handling of NaNs?
Codecov Report
Merging #4348 (237b974) into master (d5a0aff) will decrease coverage by
58.45%. The diff coverage is78.84%.
@@ Coverage Diff @@
## master #4348 +/- ##
==========================================
- Coverage 64.74% 6.29% -58.46%
==========================================
Files 464 422 -42
Lines 75733 63303 -12430
==========================================
- Hits 49034 3983 -45051
- Misses 26699 59320 +32621
| Impacted Files | Coverage Δ | |
|---|---|---|
| polars/polars-arrow/src/kernels/ewm/mod.rs | 0.00% <0.00%> (ø) |
|
| polars/polars-arrow/src/kernels/list.rs | 83.96% <ø> (+35.84%) |
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| polars/polars-core/src/series/ops/ewm.rs | 0.00% <0.00%> (-57.82%) |
:arrow_down: |
| polars/polars-arrow/src/kernels/ewm/variance.rs | 92.56% <92.48%> (+34.10%) |
:arrow_up: |
| polars/polars-ops/src/frame.rs | 0.00% <0.00%> (-100.00%) |
:arrow_down: |
| polars/polars-utils/src/mem.rs | 0.00% <0.00%> (-100.00%) |
:arrow_down: |
| polars/polars-utils/src/sort.rs | 0.00% <0.00%> (-100.00%) |
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| polars/polars-io/src/avro/write.rs | 0.00% <0.00%> (-100.00%) |
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| polars/polars-arrow/src/is_valid.rs | 0.00% <0.00%> (-100.00%) |
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| polars/polars-io/src/parquet/mmap.rs | 0.00% <0.00%> (-100.00%) |
:arrow_down: |
| ... and 416 more |
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Thanks @matteosantama. I am a few days off, but I will review this as soon as possible.
@matteosantama I did a first review and the code seems good to me. Can you finish you todo's and pnig me a again for a final review?
@matteosantama this can be closed now right?
@ritchie46
This MR deals with variance and standard deviation, whereas #4501 improved the mean calculation Given the work in #4501, though, this MR is rather stale. I will close it and in the coming week open up a new one that incorporates the improvements from #4501.