pandas.stats.moments.expanding_corr

pandas.stats.moments.expanding_corr(arg1, arg2, min_periods=1, freq=None, center=False, time_rule=None)

Expanding sample correlation

Parameters:

arg1 : Series, DataFrame, or ndarray

arg2 : Series, DataFrame, or ndarray

min_periods : int

Minimum number of observations in window required to have a value

freq : None or string alias / date offset object, default=None

Frequency to conform to before computing statistic

Returns:

y : type depends on inputs

DataFrame / DataFrame -> DataFrame (matches on columns) DataFrame / Series -> Computes result for each column Series / Series -> Series