Created
September 4, 2012 18:24
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pandas.rolling_std, bottleneck.move_std give nans and different results
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In [80]: pandas.rolling_std(x, 3) | |
Out[80]: | |
array([ nan, nan, 0.00019071, 0.00068791, 0.00077105, | |
0.00049515, 0.00049515, nan, nan, 0.00016529, | |
0.00016529, 0.00033029, 0.00033029, nan, nan, | |
0.0004406 , 0.0004406 , 0.00005526, 0.00074753, 0.00077363, | |
0. , 0.00027683, 0.00027683, nan, 0.00033289, | |
0.00062506, 0.00036363, 0.00005541, 0.00005539, 0.00005539, | |
0.00044301, 0.00044301, 0.00011101, 0.00011101, nan, | |
0.00055611, 0.00055611, 0.00033354, 0.00033354, nan, | |
0.00022231, 0.00022231, 0. , 0.00022246, 0.00022246, | |
0.00050108, 0.00050108, 0. , 0.00027891, 0.00027891, | |
0.00055842, 0.00049637, 0.0003394 , 0.00022322, 0.00078133, | |
0.00091344, 0.0004352 , 0.00027856, nan, nan, | |
nan, 0.00022257, 0.00022257, nan, nan, | |
0.00022253, 0.00022253, nan, nan, nan, | |
nan, nan, 0.00016688, 0.00016688, 0. , | |
0.00016691, 0.00016691, 0.00016678, 0.00016678, 0. , | |
0.00011134, 0.00014726, 0.00016698, 0.00016714, 0.00016714, | |
0.0004454 , 0.00038573, 0.00025495, 0.00005565, 0.00027835, | |
0.00025512, 0.00005564, nan, nan, nan, | |
0.00011119, 0.0001112 , 0.00011121, 0. , 0. , | |
0. , 0. , 0.0001668 , 0.00033826, 0.00022246, | |
0. , 0. , 0.00027829, 0.00027829, 0.00005563, | |
0.00009635, 0.00005563, 0. , 0. , 0. , | |
0. , 0.00038969, 0.00033862, 0.00016712, nan, | |
0.00016722, 0.00016722, 0.00011144, 0.00011144, 0.00011154, | |
0.00051107, 0.0004764 , 0.00014741, 0.00011143, 0.00055761, | |
0.0006573 , 0.00014739, 0.00005569, nan, nan, | |
0.00050137, 0.00050137, 0.00005576, 0.00005576, nan, | |
nan, 0.00033486, 0.00033486, nan, nan, | |
0.00005591, 0.00005591, 0.00027953, 0.00027953, nan, | |
nan, 0.00011202, 0.00011202, nan, 0.00016792, | |
0.00016792, 0.00016793, 0.00016796, 0.00034049, 0.00063102, | |
0.00033609, nan, 0.00016829, 0.00016827, 0.00016824, | |
0.00005599, 0.00036711, 0.0003359 , 0.00050365, 0.00050365, | |
0.00011215, 0.00011215, 0.00039264, 0.00034118, 0.00022421, | |
nan, 0.00011229, 0.00040496, 0.00044926, nan, | |
0.00005614, 0.00005614, 0.00028054, 0.00028054, nan, | |
nan, nan, 0.00056097, 0.00049864, 0.00016813, | |
nan, nan, 0.00022365, 0.00022365, 0.00044756, | |
0.00042236, 0.00005599, 0.00005598, nan, 0.00011199, | |
0.00011199, nan]) | |
In [81]: bn.move_std(x,3) | |
Out[81]: | |
array([ nan, nan, 0.00015572, 0.00056167, 0.00062956, | |
0.00040429, 0.00040429, nan, nan, 0.00013496, | |
0.00013496, 0.00026968, 0.00026968, nan, nan, | |
0.00035975, 0.00035975, 0.00004512, 0.00061036, 0.00063167, | |
nan, 0.00022603, 0.00022603, 0. , 0.00027181, | |
0.00051036, 0.0002969 , 0.00004524, 0.00004522, 0.00004522, | |
0.00036171, 0.00036171, 0.00009064, 0.00009064, nan, | |
0.00045406, 0.00045406, 0.00027233, 0.00027233, nan, | |
0.00018152, 0.00018152, nan, 0.00018164, 0.00018164, | |
0.00040913, 0.00040913, 0. , 0.00022773, 0.00022773, | |
0.00045595, 0.00040529, 0.00027712, 0.00018226, 0.00063796, | |
0.00074582, 0.00035534, 0.00022745, 0. , 0. , | |
0. , 0.00018173, 0.00018173, 0. , 0. , | |
0.00018169, 0.00018169, 0. , 0. , 0. , | |
0. , 0. , 0.00013626, 0.00013626, 0. , | |
0.00013628, 0.00013628, 0.00013618, 0.00013618, 0. , | |
0.00009091, 0.00012024, 0.00013634, 0.00013647, 0.00013647, | |
0.00036367, 0.00031495, 0.00020817, 0.00004544, 0.00022727, | |
0.0002083 , 0.00004543, 0. , 0. , 0. , | |
0.00009079, 0.00009079, 0.0000908 , 0. , 0. , | |
0. , 0. , 0.00013619, 0.00027619, 0.00018164, | |
0. , 0. , 0.00022723, 0.00022723, 0.00004542, | |
0.00007867, 0.00004542, 0. , 0. , 0. , | |
0. , 0.00031818, 0.00027648, 0.00013645, 0. , | |
0.00013653, 0.00013653, 0.00009099, 0.00009099, 0.00009108, | |
0.00041729, 0.00038898, 0.00012036, 0.00009098, 0.00045529, | |
0.00053669, 0.00012034, 0.00004547, 0. , 0. , | |
0.00040936, 0.00040936, 0.00004552, 0.00004552, 0. , | |
0. , 0.00027341, 0.00027341, 0. , 0. , | |
0.00004565, 0.00004565, 0.00022824, 0.00022824, 0. , | |
0. , 0.00009146, 0.00009146, 0. , 0.0001371 , | |
0.0001371 , 0.00013712, 0.00013714, 0.00027801, 0.00051523, | |
0.00027442, 0. , 0.00013741, 0.00013739, 0.00013737, | |
0.00004571, 0.00029974, 0.00027426, 0.00041123, 0.00041123, | |
0.00009157, 0.00009157, 0.00032059, 0.00027857, 0.00018307, | |
0. , 0.00009169, 0.00033065, 0.00036682, 0. , | |
0.00004583, 0.00004583, 0.00022906, 0.00022906, 0. , | |
0. , 0. , 0.00045803, 0.00040714, 0.00013728, | |
0. , 0. , 0.00018261, 0.00018261, 0.00036543, | |
0.00034485, 0.00004571, 0.00004571, 0. , 0.00009144, | |
0.00009144, 0. ]) |
Author
erg
commented
Sep 4, 2012
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