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feat: Improve numeric stability rolling_{std, var, cov, corr} #21528

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merged 2 commits into from
Feb 28, 2025
Merged

feat: Improve numeric stability rolling_{std, var, cov, corr} #21528

merged 2 commits into from
Feb 28, 2025
+110 −220

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ritchie46
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fixes #21491

@ritchie46 ritchie46 changed the title feat: Improve numeric stability rolling_{std, var, cov, corr} feat: Improve numeric stability rolling_{std, var, cov, corr} Feb 28, 2025
@github-actions github-actions bot added enhancement New feature or an improvement of an existing feature python Related to Python Polars rust Related to Rust Polars labels Feb 28, 2025
@ritchie46 ritchie46 merged commit 520edad into main Feb 28, 2025
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@ritchie46 ritchie46 deleted the rolling branch February 28, 2025 13:13
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The uncompressed lib size after this PR is 41.6674 MB.

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codecov bot commented Feb 28, 2025

Codecov Report

Attention: Patch coverage is 93.75000% with 5 lines in your changes missing coverage. Please review.

Project coverage is 79.82%. Comparing base (69612d4) to head (1d1e816).
Report is 2 commits behind head on main.

Files with missing lines Patch % Lines
...rates/polars-compute/src/rolling/nulls/variance.rs 89.47% 4 Missing ⚠️
...es/polars-compute/src/rolling/no_nulls/variance.rs 97.22% 1 Missing ⚠️
Additional details and impacted files 
@@            Coverage Diff             @@
##             main   #21528      +/-   ##
==========================================
+ Coverage   79.81%   79.82%   +0.01%     
==========================================
  Files        1592     1592              
  Lines      229268   229216      -52     
  Branches     2623     2623              
==========================================
- Hits       182987   182971      -16     
+ Misses      45676    45640      -36     
  Partials      605      605

☔ View full report in Codecov by Sentry.
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anath2 pushed a commit to anath2/polars that referenced this pull request Mar 5, 2025
@ritchie46 @anath2
feat: Improve numeric stability rolling_{std, var, cov, corr} (pola…
3594897 
…-rs#21528)
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@c-peters c-peters Awaiting requested review from c-peters c-peters is a code owner

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enhancement New feature or an improvement of an existing feature python Related to Python Polars rust Related to Rust Polars
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Successfully merging this pull request may close these issues.

Wrong result with rolling_corr
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