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span : float, optional
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Specify decay in terms of span, :math:`\alpha = 2 / (span + 1)`
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halflife : float, optional
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- Specify decay in terms of halflife, :math: `\alpha = 1 - exp(log(0.5) / halflife)`
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+ Specify decay in terms of halflife, :math:`\alpha = 1 - exp(log(0.5) / halflife)`
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min_periods : int, default 0
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Number of observations in sample to require (only affects
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beginning)
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imbalance in relative weightings (viewing EWMA as a moving average)
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"""
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- _ewm_notes = """
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+ _ewm_notes = r """
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Notes
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-----
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Either center of mass or span must be specified
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- EWMA is sometimes specified using a "span" parameter s , we have have that the
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+ EWMA is sometimes specified using a "span" parameter `s` , we have that the
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decay parameter :math:`\alpha` is related to the span as
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:math:`\alpha = 2 / (s + 1) = 1 / (1 + c)`
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- where c is the center of mass. Given a span, the associated center of mass is
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+ where `c` is the center of mass. Given a span, the associated center of mass is
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:math:`c = (s - 1) / 2`
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So a "20-day EWMA" would have center 9.5.
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