fix: mask degenerate expanding rsquare windows - #2325
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Parafee41 (koriyoshi2041) wants to merge 1 commit into
Closed
fix: mask degenerate expanding rsquare windows#2325Parafee41 (koriyoshi2041) wants to merge 1 commit into
Parafee41 (koriyoshi2041) wants to merge 1 commit into
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Problem
Rsquare(feature, 0)uses the expanding Cython kernel but, unlike the rolling path, does not mask windows where the feature standard deviation is effectively zero. Floating-point cancellation can therefore leakinfor misleading finite R-squared values into expanding features.Fixes #2297.
Fix
Apply the same
std ~= 0guard used by rolling R-squared to the expanding path, usingSeries.expanding(min_periods=1).std()so the mask follows each expanding window.Test
NaN.python -m pytest tests/ops/test_rolling_operator.py -q— 2 passed.git diff --checkpassed.Risk
Low. The change is limited to the
N == 0R-squared branch and reuses the existing rolling-path tolerance (atol=2e-05). Valid non-degenerate windows and all other rolling operators are unchanged.