pastas.stats.core.std

std(x, weighted=True, max_gap=30)

Method to compute the (weighted) variance of a time series.

Parameters

• x (pandas.Series) – Series with the values and a DatetimeIndex as an index.

• weighted (bool, optional) – Weight the values by the normalized time step to account for irregular time series. Default is True.

• max_gap (int, optional) – maximum allowed gap period in days to use for the computation of the weights. All time steps larger than max_gap are replace with the mean weight. Default value is 90 days.

Return type

ArrayLike

See also

ps.stats.mean, ps.stats.var