{"action":"created","issue":{"url":"https://api.github.com/repos/pandas-dev/pandas/issues/23459","repository_url":"https://api.github.com/repos/pandas-dev/pandas","labels_url":"https://api.github.com/repos/pandas-dev/pandas/issues/23459/labels{/name}","comments_url":"https://api.github.com/repos/pandas-dev/pandas/issues/23459/comments","events_url":"https://api.github.com/repos/pandas-dev/pandas/issues/23459/events","html_url":"https://github.com/pandas-dev/pandas/issues/23459","id":376874862,"node_id":"MDU6SXNzdWUzNzY4NzQ4NjI=","number":23459,"title":"ewm.cov() returning multi-indexed dataframe instead of single matrix","user":{"login":"bvaucher","id":44707069,"node_id":"MDQ6VXNlcjQ0NzA3MDY5","avatar_url":"https://avatars1.githubusercontent.com/u/44707069?v=4","gravatar_id":"","url":"https://api.github.com/users/bvaucher","html_url":"https://github.com/bvaucher","followers_url":"https://api.github.com/users/bvaucher/followers","following_url":"https://api.github.com/users/bvaucher/following{/other_user}","gists_url":"https://api.github.com/users/bvaucher/gists{/gist_id}","starred_url":"https://api.github.com/users/bvaucher/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/bvaucher/subscriptions","organizations_url":"https://api.github.com/users/bvaucher/orgs","repos_url":"https://api.github.com/users/bvaucher/repos","events_url":"https://api.github.com/users/bvaucher/events{/privacy}","received_events_url":"https://api.github.com/users/bvaucher/received_events","type":"User","site_admin":false},"labels":[{"id":307649777,"node_id":"MDU6TGFiZWwzMDc2NDk3Nzc=","url":"https://api.github.com/repos/pandas-dev/pandas/labels/Needs%20Info","name":"Needs Info","color":"207de5","default":false}],"state":"closed","locked":false,"assignee":null,"assignees":[],"milestone":null,"comments":1,"created_at":"2018-11-02T16:11:30Z","updated_at":"2018-11-19T22:06:50Z","closed_at":"2018-11-19T22:06:50Z","author_association":"NONE","body":"The following code returns a multi-indexed dataframe instead of single matrix (as suggested in doc)\r\nMoreover, the indexing if the matrices seems to be inverted (oldest matrix coming first)\r\n\r\n```python\r\ngg = pd.DataFrame({'i1':np.random.randn(10),'i2': np.random.randn(10)})\r\ngg.ewm(alpha = 0.1).cov()\r\n\r\n#### Output \r\n            i1        i2\r\n0 i1       NaN       NaN\r\n  i2       NaN       NaN\r\n1 i1  1.156942 -0.043018\r\n  i2 -0.043018  0.001599\r\n2 i1  0.679192 -0.037776\r\n  i2 -0.037776  0.003066\r\n3 i1  1.711802 -0.137106\r\n  i2 -0.137106  0.011933\r\n4 i1  1.531176  0.030512\r\n  i2  0.030512  0.059924\r\n5 i1  1.296434 -0.135480\r\n  i2 -0.135480  0.225911\r\n6 i1  1.069044 -0.355890\r\n  i2 -0.355890  1.438706\r\n7 i1  0.906402 -0.171949\r\n  i2 -0.171949  1.479742\r\n8 i1  0.775046 -0.092598\r\n  i2 -0.092598  1.306880\r\n9 i1  0.800556 -0.213966\r\n  i2 -0.213966  1.216066\r\n\r\n#### Expected Output\r\n            i1        i2\r\ni1  0.800556 -0.213966\r\n i2 -0.213966  1.216066\r\n"},"comment":{"url":"https://api.github.com/repos/pandas-dev/pandas/issues/comments/440058964","html_url":"https://github.com/pandas-dev/pandas/issues/23459#issuecomment-440058964","issue_url":"https://api.github.com/repos/pandas-dev/pandas/issues/23459","id":440058964,"node_id":"MDEyOklzc3VlQ29tbWVudDQ0MDA1ODk2NA==","user":{"login":"TomAugspurger","id":1312546,"node_id":"MDQ6VXNlcjEzMTI1NDY=","avatar_url":"https://avatars3.githubusercontent.com/u/1312546?v=4","gravatar_id":"","url":"https://api.github.com/users/TomAugspurger","html_url":"https://github.com/TomAugspurger","followers_url":"https://api.github.com/users/TomAugspurger/followers","following_url":"https://api.github.com/users/TomAugspurger/following{/other_user}","gists_url":"https://api.github.com/users/TomAugspurger/gists{/gist_id}","starred_url":"https://api.github.com/users/TomAugspurger/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/TomAugspurger/subscriptions","organizations_url":"https://api.github.com/users/TomAugspurger/orgs","repos_url":"https://api.github.com/users/TomAugspurger/repos","events_url":"https://api.github.com/users/TomAugspurger/events{/privacy}","received_events_url":"https://api.github.com/users/TomAugspurger/received_events","type":"User","site_admin":false},"created_at":"2018-11-19T22:06:50Z","updated_at":"2018-11-19T22:06:50Z","author_association":"CONTRIBUTOR","body":"Closing. Let us know if you can clarify your question."}}
{"actor":{"display_login":"TomAugspurger"}}