def test_moments_consistency_var(consistency_data, min_periods): x, is_constant, no_nans = consistency_data moments_consistency_var_data( x=x, is_constant=is_constant, min_periods=min_periods, count=lambda x: x.expanding(min_periods=min_periods).count(), mean=lambda x: x.expanding(min_periods=min_periods).mean(), var_unbiased=lambda x: x.expanding(min_periods=min_periods).var(), var_biased=lambda x: x.expanding(min_periods=min_periods).var(ddof=0), )
def test_rolling_consistency_var(consistency_data, window, min_periods, center): x, is_constant, no_nans = consistency_data moments_consistency_var_data( x=x, is_constant=is_constant, min_periods=min_periods, count=lambda x: (x.rolling( window=window, min_periods=min_periods, center=center).count()), mean=lambda x: (x.rolling( window=window, min_periods=min_periods, center=center).mean()), var_unbiased=lambda x: (x.rolling( window=window, min_periods=min_periods, center=center).var()), var_biased=lambda x: (x.rolling(window=window, min_periods=min_periods, center=center).var( ddof=0)), )
def test_ewm_consistency_var(consistency_data, min_periods, adjust, ignore_na): x, is_constant, no_nans = consistency_data com = 3.0 moments_consistency_var_data( x=x, is_constant=is_constant, min_periods=min_periods, count=lambda x: x.expanding().count(), mean=lambda x: x.ewm(com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na).mean(), var_unbiased=lambda x: (x.ewm(com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na).var(bias=False)), var_biased=lambda x: (x.ewm(com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na).var(bias=True)), )