Closed
Description
Pandas version checks
- I have checked that the issue still exists on the latest versions of the docs on
main
here
Location of the documentation
https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.cov.html
Documentation problem
The ddof
argument is applicable only when nan
s are not present in the dataframe.
It can be quite common to calculate a covariance matrix from financial data where the last row might be nan
since the difference is taken between values. One might expect that since the result is given the ddof
is adhered to. But it is not. I think this should be explicitly stated in the argument documentation, rather than hidden in the notes.
Suggested fix for documentation
.