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abstractqqq / polars_ds_extension

Polars extension for general data science use cases
MIT License
263 stars 17 forks source link

Add `w_cov` and `w_corr` #115

Closed wukan1986 closed 3 months ago

wukan1986 commented 3 months ago

Thank you very much

abstractqqq commented 3 months ago

Implemented according to wikipedia:

https://github.com/abstractqqq/polars_ds_extension/pull/116

To use

import polars_ds as pds

df.select(
    pds.weighted_corr(...)
)