How to do ewm_mean in rust polars?

Question

In python we can do:

df.with_columns([
   pl.col("myCol").ewm_mean(50)
])

But how do we do the same in rust? The following doesn't work:

df.with_columns([
    col("myCol").ewm_mean(50)
])

It fails with No method named ewm_mean found in Expr.

While polars is great, the documentation for Rust is awful! I've tried searching to documentation, and all I can find is polars_arrow::kernels::ewm, but there is no human text in that area of the documentation. I've also tried looking at the python source to see if I can work down and figure out what it is doing but I can't trace it further back into PyExpr.

(I expect the 50 won't work either - I'm anticipating having to pass some sort of EWMOptions struct in the rust one, and have to calculate alpha rather than com. The python source that I can understand seems to calculate alpha first before switching to PyExpr)

score 1 · Accepted Answer · answered Apr 26 '23 at 12:10

1

Ok, so it turns out the above code will run, but it requires the ewma feature in the cargo.toml

answered Apr 26 '23 at 12:10

Corvus

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What polars version are you using? Do you have to add emwa feature in cargo.toml to polars-arrow or polars-lazy? – Dinaiscoding May 15 '23 at 20:52

How to do ewm_mean in rust polars?

1 Answers1