Window#

The following table lists both implemented and not implemented methods. If you have need of an operation that is listed as not implemented, feel free to open an issue on the GitHub repository, or give a thumbs up to already created issues. Contributions are also welcome!

The following table is structured as follows: The first column contains the method name. The second column contains link to a description of corresponding pandas method. The third column is a flag for whether or not there is an implementation in Xorbits for the method in the left column. Y stands for yes, N stands for no, P standsfor partial (meaning some parameters may not be supported yet), and D stands for default to pandas.

Rolling objects are returned by .rolling calls: xorbits.pandas.DataFrame.rolling(), xorbits.pandas.Series.rolling(), etc. Expanding objects are returned by .expanding calls: xorbits.pandas.DataFrame.expanding(), xorbits.pandas.Series.expanding(), etc. ExponentialMovingWindow objects are returned by .ewm calls: xorbits.pandas.DataFrame.ewm() , xorbits.pandas.Series.ewm(), etc.

Rolling window functions#

xorbits.pandas.window

pandas.core.window

Implemented? (Y/N/P/D)

Notes for Current implementation

Rolling.count

Rolling.count

Y

Rolling.sum

Rolling.sum

Y

Rolling.mean

Rolling.mean

Y

Rolling.median

Rolling.median

Y

Rolling.var

Rolling.var

Y

Rolling.std

Rolling.std

Y

Rolling.min

Rolling.min

Y

Rolling.max

Rolling.max

Y

Rolling.corr

Rolling.corr

Y

Rolling.cov

Rolling.cov

Y

Rolling.skew

Rolling.skew

Y

Rolling.kurt

Rolling.kurt

Y

Rolling.apply

Rolling.apply

Y

Rolling.aggregate

Rolling.aggregate

Y

Rolling.quantile

Rolling.quantile

Y

Rolling.sem

Rolling.sem

Y

Rolling.rank

Rolling.rank

Y

Weighted window functions#

xorbits.pandas.window

pandas.core.window

Implemented? (Y/N/P/D)

Notes for Current implementation

Window.mean

Window.mean

Y

Window.sum

Window.sum

Y

Window.var

Window.var

Y

Window.std

Window.std

Y

Expanding window functions#

xorbits.pandas.window

pandas.core.window.expanding

Implemented? (Y/N/P/D)

Notes for Current implementation

Expanding.count

Expanding.count

Y

Expanding.sum

Expanding.sum

Y

Expanding.mean

Expanding.mean

Y

Expanding.median

Expanding.median

Y

Expanding.var

Expanding.var

Y

Expanding.std

Expanding.std

Y

Expanding.min

Expanding.min

Y

Expanding.max

Expanding.max

Y

Expanding.corr

Expanding.corr

Y

Expanding.cov

Expanding.cov

Y

Expanding.skew

Expanding.skew

Y

Expanding.kurt

Expanding.kurt

Y

Expanding.apply

Expanding.apply

Y

Expanding.aggregate

Expanding.aggregate

Y

Expanding.quantile

Expanding.quantile

Y

Expanding.sem

Expanding.sem

Y

Expanding.rank

Expanding.rank

Y

Exponentially-weighted window functions#

xorbits.pandas.window

pandas.core.window.ewm

Implemented? (Y/N/P/D)

Notes for Current implementation

ExponentialMovingWindow.mean

ExponentialMovingWindow.mean

Y

ExponentialMovingWindow.sum

ExponentialMovingWindow.sum

Y

ExponentialMovingWindow.std

ExponentialMovingWindow.std

Y

ExponentialMovingWindow.var

ExponentialMovingWindow.var

Y

ExponentialMovingWindow.corr

ExponentialMovingWindow.corr

Y

ExponentialMovingWindow.cov

ExponentialMovingWindow.cov

Y

Window indexer#

Base class for defining custom window boundaries.

xorbits.pandas

pandas

Implemented? (Y/N/P/D)

Notes for Current implementation

api.indexers.BaseIndexer

api.indexers.BaseIndexer

Y

api.indexers.FixedForwardWindowIndexer

api.indexers.FixedForwardWindowIndexer

Y

api.indexers.VariableOffsetWindowIndexer

api.indexers.VariableOffsetWindowIndexer

Y