WINDOWCOVARS
Calculates rolling or static window sample covariance
Last updated
Calculates rolling or static window sample covariance
Last updated
Argument
Description
column
Column on which to compute the window covariance. Must be numeric.
window size / static window start
Size of rolling window calculation. If two window values are provided, this is the 1st row number for the static window calculation.
static window end
Optional, default is None
. 2nd row number for static window calculation.