BUG: Mitigate division with zero in roll_var #42459
Conversation
benHeid
commented
Jul 9, 2021
- closes BUG: Grouped Rolling Var and Std does not work with closed="left" #42442
- tests added / passed
- Ensure all linting tests pass, see here for how to run them
- whatsnew entry
| if nobs[0]: | ||
| mean_x[0] = mean_x[0] + delta / nobs[0] | ||
| else: | ||
| mean_x[0] = 0 |
There was a problem hiding this comment.
why is this zero? and not NaN
There was a problem hiding this comment.
I assume that if nobs is zero a new group starts, so I reset mean_x to zero. Analog to the initialization of mean_x in roll_var (compare with the initalization in line 349). However, I am not sure if this is correct.
There was a problem hiding this comment.
Off the top of my head, this would also need testing when min_periods is 0 or len(array) as well to check if this is correct
|
cc @mroeschke |
Take a look at as well as the tests in |
|
I added a parameterized test with different min_periods and windows. |
pandas/tests/window/test_groupby.py
Outdated
| @@ -275,8 +273,8 @@ def test_groupby_rolling_center_on(self): | |||
| ) | |||
| result = ( | |||
| df.groupby("gb") | |||
| .rolling(6, on="Date", center=True, min_periods=1) | |||
| .value.mean() | |||
| .rolling(6, on="Date", center=True, min_periods=1) | |||
There was a problem hiding this comment.
can you not change unrelated things
There was a problem hiding this comment.
pls don't apply your settings otherwise this will not pass pre-commit.
There was a problem hiding this comment.
Sorry. I removed the autoformatted changes..
|
there are still some precommit issues here |
|
@github-actions pre-commit |
|
can you add a release note in 1.4 bug fix section (under rolling) |
|
thanks @benHeid |