8000 ENH: Poisson exponential window (#26243) · pandas-dev/pandas@2bbc0c2 · GitHub
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ENH: Poisson exponential window (#26243)
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‎doc/source/user_guide/computation.rst

Lines changed: 2 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -365,7 +365,8 @@ The list of recognized types are the `scipy.signal window functions
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* ``kaiser`` (needs beta)
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* ``gaussian`` (needs std)
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* ``general_gaussian`` (needs power, width)
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* ``slepian`` (needs width).
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* ``slepian`` (needs width)
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* ``exponential`` (needs tau).
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.. ipython:: python
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‎doc/source/whatsnew/v0.25.0.rst

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@@ -39,6 +39,7 @@ Other Enhancements
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- :class:`datetime.timezone` objects are now supported as arguments to timezone methods and constructors (:issue:`25065`)
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- :meth:`DataFrame.query` and :meth:`DataFrame.eval` now supports quoting column names with backticks to refer to names with spaces (:issue:`6508`)
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- :func:`merge_asof` now gives a more clear error message when merge keys are categoricals that are not equal (:issue:`26136`)
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- :meth:`pandas.core.window.Rolling` supports exponential (or Poisson) window type (:issue:`21303`)
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.. _whatsnew_0250.api_breaking:
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‎pandas/core/window.py

Lines changed: 14 additions & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -504,7 +504,8 @@ class Window(_Window):
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* ``kaiser`` (needs beta)
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* ``gaussian`` (needs std)
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* ``general_gaussian`` (needs power, width)
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* ``slepian`` (needs width).
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* ``slepian`` (needs width)
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* ``exponential`` (needs tau), center is set to None.
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If ``win_type=None`` all points are evenly weighted. To learn more about
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different window types see `scipy.signal window functions
@@ -623,11 +624,19 @@ def _validate_win_type(win_type, kwargs):
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arg_map = {'kaiser': ['beta'],
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'gaussian': ['std'],
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'general_gaussian': ['power', 'width'],
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'slepian': ['width']}
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'slepian': ['width'],
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'exponential': ['tau'],
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}
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if win_type in arg_map:
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return tuple([win_type] + _pop_args(win_type,
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arg_map[win_type],
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kwargs))
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win_args = _pop_args(win_type, arg_map[win_type], kwargs)
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if win_type == 'exponential':
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# exponential window requires the first arg (center)
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# to be set to None (necessary for symmetric window)
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win_args.insert(0, None)
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return tuple([win_type] + win_args)
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return win_type
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def _pop_args(win_type, arg_names, kwargs):

‎pandas/tests/test_window.py

Lines changed: 9 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -42,7 +42,8 @@ def win_types(request):
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return request.param
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@pytest.fixture(params=['kaiser', 'gaussian', 'general_gaussian'])
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@pytest.fixture(params=['kaiser', 'gaussian', 'general_gaussian',
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'exponential'])
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def win_types_special(request):
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return request.param
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@@ -1260,7 +1261,8 @@ def test_cmov_window_special(self, win_types_special):
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kwds = {
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'kaiser': {'beta': 1.},
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'gaussian': {'std': 1.},
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'general_gaussian': {'power': 2., 'width': 2.}}
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'general_gaussian': {'power': 2., 'width': 2.},
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'exponential': {'tau': 10}}
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vals = np.array([6.95, 15.21, 4.72, 9.12, 13.81, 13.49, 16.68, 9.48,
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10.63, 14.48])
@@ -1271,7 +1273,9 @@ def test_cmov_window_special(self, win_types_special):
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'general_gaussian': [np.nan, np.nan, 9.85011, 10.71589, 11.73161,
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13.08516, 12.95111, 12.74577, np.nan, np.nan],
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'kaiser': [np.nan, np.nan, 9.86851, 11.02969, 11.65161, 12.75129,
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12.90702, 12.83757, np.nan, np.nan]
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12.90702, 12.83757, np.nan, np.nan],
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'exponential': [np.nan, np.nan, 9.83364, 11.10472, 11.64551,
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12.66138, 12.92379, 12.83770, np.nan, np.nan],
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}
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xp = Series(xps[win_types_special])
@@ -1287,7 +1291,8 @@ def test_cmov_window_special_linear_range(self, win_types_special):
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'kaiser': {'beta': 1.},
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'gaussian': {'std': 1.},
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'general_gaussian': {'power': 2., 'width': 2.},
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'slepian': {'width': 0.5}}
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'slepian': {'width': 0.5},
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'exponential': {'tau': 10}}
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vals = np.array(range(10), dtype=np.float)
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xp = vals.copy()

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