I am trying to use ewmcorr on a numpy array:

rand_arr = np.random.random((50, 50)) test_corr = ewmcorr(rand_arr, span=10)

and I get the following Exception: Exception: Input arrays must be of the same type!

numpy arrays are acceptable arguments, I'm unsure why it is not working.

Comment From: jreback

not sure this ever accepted arrays as an argument (must be a DataFrame), in any event you are using an old interface.

In [6]: df = DataFrame(np.random.randn(50,50))
In [7]: df.ewm(span=10).corr(df)

Comment From: jreback

docs are here: http://pandas-docs.github.io/pandas-docs-travis/computation.html#exponentially-weighted-windows