nanops.py 文件源码

def nancov(a, b, min_periods=None):
    if len(a) != len(b):
        raise AssertionError('Operands to nancov must have same size')

    if min_periods is None:
        min_periods = 1

    valid = notnull(a) & notnull(b)
    if not valid.all():
        a = a[valid]
        b = b[valid]

    if len(a) < min_periods:
        return np.nan

    return np.cov(a, b)[0, 1]