polars.rolling_cov#

polars.rolling_cov( a: str | Expr, b: str | Expr, *, window_size: int, min_periods: int | None = None, ddof: int = 1, ) → Expr[source]#

Compute the rolling covariance between two columns/ expressions.

Warning

This functionality is considered unstable. It may be changed at any point without it being considered a breaking change.

The window at a given row includes the row itself and the window_size - 1 elements before it.

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, where N represents the number of elements.