qis.compute_ewm_vector_autocorr¶ qis.compute_ewm_vector_autocorr(a, span=None, ewm_lambda=0.94, lag=1, is_normalize=True, nan_backfill=NanBackfill.FFILL)[source]¶ x is T*N arrays Parameters: a (ndarray) span (int | ndarray) ewm_lambda (float) lag (int) is_normalize (bool) nan_backfill (NanBackfill) Return type: ndarray