From 9445534a93be2da94a397955cf03de5a36e25cb3 Mon Sep 17 00:00:00 2001
From: Marco Gorelli <m.gorelli@ws-1808.seri.co.uk>
Date: Wed, 8 Jan 2020 13:54:16 +0000
Subject: [PATCH] :pencil: add example of rolling with win_type gaussian

---
 pandas/core/window/rolling.py | 11 +++++++++++
 1 file changed, 11 insertions(+)

diff --git a/pandas/core/window/rolling.py b/pandas/core/window/rolling.py
index 02efd4e37472a..f612826132fd7 100644
--- a/pandas/core/window/rolling.py
+++ b/pandas/core/window/rolling.py
@@ -872,6 +872,17 @@ class Window(_Window):
     3  NaN
     4  NaN
 
+    Rolling sum with a window length of 2, using the 'gaussian'
+    window type (note how we need to specify std).
+
+    >>> df.rolling(2, win_type='gaussian').sum(std=3)
+              B
+    0       NaN
+    1  0.986207
+    2  2.958621
+    3       NaN
+    4       NaN
+
     Rolling sum with a window length of 2, min_periods defaults
     to the window length.