Python expanding_corr_pairwise Examples

Example #1

    def test_expanding_corr_pairwise(self):
        result = mom.expanding_corr_pairwise(self.frame)

        rolling_result = mom.rolling_corr_pairwise(self.frame,
                                                   len(self.frame),
                                                   min_periods=1)

        for i in result.items:
            assert_almost_equal(result[i], rolling_result[i])

Example #2

File: test_moments.py Project: juliantaylor/pandas

    def test_expanding_corr_pairwise(self):
        result = mom.expanding_corr_pairwise(self.frame)

        rolling_result = mom.rolling_corr_pairwise(self.frame,
                                                   len(self.frame),
                                                   min_periods=1)

        for i in result.items:
            assert_almost_equal(result[i], rolling_result[i])