Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

DOC: Clarify the magnitude for truncation #60976

Merged
merged 1 commit into from
Feb 21, 2025
Merged

DOC: Clarify the magnitude for truncation #60976

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
3 changes: 2 additions & 1 deletion doc/source/user_guide/window.rst
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -70,7 +70,8 @@ which will first group the data by the specified keys and then perform a windowi

Some windowing aggregation, ``mean``, ``sum``, ``var`` and ``std`` methods may suffer from numerical
imprecision due to the underlying windowing algorithms accumulating sums. When values differ
with magnitude :math:`1/np.finfo(np.double).eps` this results in truncation. It must be
with magnitude ``1/np.finfo(np.double).eps`` (approximately :math:`4.5 \times 10^{15}`),
this results in truncation. It must be
noted, that large values may have an impact on windows, which do not include these values. `Kahan summation
<https://en.wikipedia.org/wiki/Kahan_summation_algorithm>`__ is used
to compute the rolling sums to preserve accuracy as much as possible.
Expand Down
Loading