WIP: Add online keyword in ewm constructor for EWM mean updates

[mroeschke]

In [6]: s = pd.Series([0, 1, 2, np.nan, 4])

In [7]: ewm_online = s.head(1).ewm(com=0.5, online=True)

In [8]: ewm_online
Out[8]: OnlineExponentialMovingWindow [com=0.5,min_periods=1,adjust=True,ignore_na=False,axis=0]

In [10]: ewm_online.mean()
Out[10]:
0    0.0
dtype: float64

In [11]: ewm_online.mean(update=s.iloc[1:4])
Out[11]:
1    0.750000
2    1.615385
3    1.615385
dtype: float64

In [12]: ewm_online.reset()

In [13]: ewm_online.mean()
Out[13]:
0    0.0
dtype: float64

In [14]: ewm_online.mean(update=s.tail(4))
Out[14]:
1    0.750000
2    1.615385
3    1.615385
4    3.670213
dtype: float64

[jreback]

a full ewma

In [8]:  s = pd.Series([0, 1, 2, np.nan, 4])                                                                                                                                

In [9]: s.ewm(com=0.5).mean()                                                                                                                                               
Out[9]: 
0    0.000000
1    0.750000
2    1.615385
3    1.615385
4    3.670213
dtype: float64

[jreback]

why have engine, engine_kwargs here?

[jreback]

why is this not .online(engine='numba', engine_kwargs=None)

[github-actions]

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