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