itholic commented on code in PR #36063:
URL: https://github.com/apache/spark/pull/36063#discussion_r846953442
##########
python/pyspark/pandas/generic.py:
##########
@@ -2619,6 +2619,56 @@ def expanding(self: FrameLike, min_periods: int = 1) ->
"Expanding[FrameLike]":
return Expanding(self, min_periods=min_periods)
+ # TODO: 'adjust', 'ignore_na', 'axis', 'method' parameter should be
implemented.
+ def ewm(
+ self: FrameLike,
+ com: Optional[float] = None,
+ span: Optional[float] = None,
+ halflife: Optional[float] = None,
+ alpha: Optional[float] = None,
+ min_periods: Optional[int] = None,
+ ) -> "ExponentialMoving[FrameLike]":
+ """
+ Provide exponentially weighted window transformations.
+
+ .. note:: 'min_periods' in pandas-on-Spark works as a fixed window
size unlike pandas.
+ Unlike pandas, NA is also counted as the period. This might be
changed
+ in the near future.
+
+ .. versionadded:: 3.4.0
+
+ Parameters
+ ----------
+ com : float, optional
+ Specify decay in terms of center of mass.
+ alpha = 1 / (1 + com), for com >= 0.
+
+ span : float, optional
+ Specify decay in terms of span.
+ alpha = 2 / (span + 1), for span >= 1.
+
+ halflife : float, optional
+ Specify decay in terms of half-life.
+ alpha = 1 - exp(-ln(2) / halflife), for halflife > 0.
+
+ alpha : float, optional
+ Specify smoothing factor alpha directly.
+ 0 < alpha <= 1.
+
+ min_periods : int, default 0
+ Minimum number of observations in window required to have a value
+ (otherwise result is NA).
Review Comment:
It's not copied pandas but copied from:
https://github.com/apache/spark/blob/2f122ba6d13ea26411fa4bf3e636ced449a8a205/python/pyspark/pandas/generic.py#L2584-L2586
and:
https://github.com/apache/spark/blob/2f122ba6d13ea26411fa4bf3e636ced449a8a205/python/pyspark/pandas/generic.py#L2610-L2612
In our code base.
pandas says "otherwise, result is `np.nan`." as beolw:
<img width="633" alt="Screen Shot 2022-04-11 at 2 15 34 PM"
src="https://user-images.githubusercontent.com/44108233/162669417-3fb30a27-8d29-45af-9af5-06681a24ff86.png";>
Maybe we should document as `np.nan` and also fix the document at `rolling`
and `expanding` ??
##########
python/pyspark/pandas/generic.py:
##########
@@ -2619,6 +2619,56 @@ def expanding(self: FrameLike, min_periods: int = 1) ->
"Expanding[FrameLike]":
return Expanding(self, min_periods=min_periods)
+ # TODO: 'adjust', 'ignore_na', 'axis', 'method' parameter should be
implemented.
+ def ewm(
+ self: FrameLike,
+ com: Optional[float] = None,
+ span: Optional[float] = None,
+ halflife: Optional[float] = None,
+ alpha: Optional[float] = None,
+ min_periods: Optional[int] = None,
+ ) -> "ExponentialMoving[FrameLike]":
+ """
+ Provide exponentially weighted window transformations.
+
+ .. note:: 'min_periods' in pandas-on-Spark works as a fixed window
size unlike pandas.
+ Unlike pandas, NA is also counted as the period. This might be
changed
+ in the near future.
+
+ .. versionadded:: 3.4.0
+
+ Parameters
+ ----------
+ com : float, optional
+ Specify decay in terms of center of mass.
+ alpha = 1 / (1 + com), for com >= 0.
+
+ span : float, optional
+ Specify decay in terms of span.
+ alpha = 2 / (span + 1), for span >= 1.
+
+ halflife : float, optional
+ Specify decay in terms of half-life.
+ alpha = 1 - exp(-ln(2) / halflife), for halflife > 0.
+
+ alpha : float, optional
+ Specify smoothing factor alpha directly.
+ 0 < alpha <= 1.
+
+ min_periods : int, default 0
+ Minimum number of observations in window required to have a value
+ (otherwise result is NA).
Review Comment:
It's not copied from pandas but copied from:
https://github.com/apache/spark/blob/2f122ba6d13ea26411fa4bf3e636ced449a8a205/python/pyspark/pandas/generic.py#L2584-L2586
and:
https://github.com/apache/spark/blob/2f122ba6d13ea26411fa4bf3e636ced449a8a205/python/pyspark/pandas/generic.py#L2610-L2612
In our code base.
pandas says "otherwise, result is `np.nan`." as beolw:
<img width="633" alt="Screen Shot 2022-04-11 at 2 15 34 PM"
src="https://user-images.githubusercontent.com/44108233/162669417-3fb30a27-8d29-45af-9af5-06681a24ff86.png";>
Maybe we should document as `np.nan` and also fix the document at `rolling`
and `expanding` ??
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