BUG: rolling mean and sum not numerical stable for all nan window #41106
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…rking � Conflicts: � doc/source/whatsnew/v1.3.0.rst
mroeschke
reviewed
Apr 23, 2021
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Mind parameterizing over expected and the slice?
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Could yes, but you make a pretty long parametrization, because most of exepected differs too
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Parametrized, got a bit better :)
mroeschke
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Apr 23, 2021
mroeschke
approved these changes
Apr 24, 2021
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cc @mroeschke on master. Sum should be the only other case we have the problem. As long as all nan should return 0 we can do it this way |
phofl
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mroeschke
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Apr 25, 2021
doc/source/whatsnew/v1.3.0.rst
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| @@ -846,6 +846,7 @@ Groupby/resample/rolling | |||
| - Bug in :meth:`GroupBy.cummin` and :meth:`GroupBy.cummax` incorrectly rounding integer values near the ``int64`` implementations bounds (:issue:`40767`) | |||
| - Bug in :meth:`.GroupBy.rank` with nullable dtypes incorrectly raising ``TypeError`` (:issue:`41010`) | |||
| - Bug in :meth:`.GroupBy.cummin` and :meth:`.GroupBy.cummax` computing wrong result with nullable data types too large to roundtrip when casting to float (:issue:`37493`) | |||
| - Bug in :meth:`DataFrame.rolling` returning mean zero, respectively sum not zero for all ``NaN`` window with ``min_periods=0`` if calculation is not numerical stable (:issue:`41053`) | |||
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Could you add 2 separate lines for the mean bug and sum bug for clarity?
mroeschke
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Apr 25, 2021
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thanks @phofl |
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The problem is not numerical stable, so we are dividing -3e-18 / 0, which returns -inf running into line 177 setting to 0. Checking for nobs > 0 would solve these cases
cc @mroeschke