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