pandas.core.window.expanding.Expanding.var

Expanding.var(ddof=1, numeric_only=False, *args, engine=None, engine_kwargs=None, **kwargs)[source]

Calculate the expanding variance.

Parameters:
ddofint, default 1

Delta Degrees of Freedom. The divisor used in calculations is N - ddof, where N represents the number of elements.

numeric_onlybool, default False

Include only float, int, boolean columns.

New in version 1.5.0.

*args

For NumPy compatibility and will not have an effect on the result.

Deprecated since version 1.5.0.

enginestr, default None

  • 'cython' : Runs the operation through C-extensions from cython.

  • 'numba' : Runs the operation through JIT compiled code from numba.

  • None : Defaults to 'cython' or globally setting compute.use_numba

    New in version 1.4.0.

engine_kwargsdict, default None

  • For 'cython' engine, there are no accepted engine_kwargs

  • For 'numba' engine, the engine can accept nopython, nogil and parallel dictionary keys. The values must either be True or False. The default engine_kwargs for the 'numba' engine is {'nopython': True, 'nogil': False, 'parallel': False}

    New in version 1.4.0.

**kwargs

For NumPy compatibility and will not have an effect on the result.

Deprecated since version 1.5.0.

Returns:
Series or DataFrame

Return type is the same as the original object with np.float64 dtype.

See also

numpy.var

Equivalent method for NumPy array.

pandas.Series.expanding

Calling expanding with Series data.

pandas.DataFrame.expanding

Calling expanding with DataFrames.

pandas.Series.var

Aggregating var for Series.

pandas.DataFrame.var

Aggregating var for DataFrame.

Notes

The default ddof of 1 used in Series.var() is different than the default ddof of 0 in numpy.var().

A minimum of one period is required for the rolling calculation.

Examples

>>> s = pd.Series([5, 5, 6, 7, 5, 5, 5])

>>> s.expanding(3).var()
0         NaN
1         NaN
2    0.333333
3    0.916667
4    0.800000
5    0.700000
6    0.619048
dtype: float64

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