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The function rolling_corr returns values with absolute value greater than one when using the 'center' flag. The following code will reproduce (with high probability):
It seems like passing center to rolling_count and rolling_mean in rolling_corr would be in order?
Also, unrelated to this, calling rolling_corr(5,6,10) will hit the recursion limit because _flex_binary_moment keeps switching the first two arguments around.
The text was updated successfully, but these errors were encountered:
The function
rolling_corr
returns values with absolute value greater than one when using the 'center' flag. The following code will reproduce (with high probability):It seems like passing center to
rolling_count
androlling_mean
inrolling_corr
would be in order?Also, unrelated to this, calling
rolling_corr(5,6,10)
will hit the recursion limit because_flex_binary_moment
keeps switching the first two arguments around.The text was updated successfully, but these errors were encountered: