polars.rolling_corr#
- polars.rolling_corr(a: str | Expr, b: str | Expr, *, window_size: int, min_periods: int | None = None, ddof: int = 1) Expr [source]#
Compute the rolling correlation between two columns/ expressions.
- Parameters:
- a
Column name or Expression.
- b
Column name or Expression.
- window_size
The length of the window.
- min_periods
The number of values in the window that should be non-null before computing a result. If None, it will be set equal to window size.
- ddof
Delta degrees of freedom. The divisor used in calculations is
N - ddof
, whereN
represents the number of elements.