From 61d2ff6d6eabf22b5bb57bbaa2c659ca087d2266 Mon Sep 17 00:00:00 2001 From: jangorecki Date: Sat, 21 Apr 2018 09:34:17 +0530 Subject: [PATCH] roll.md moved to gh issue #2778 --- roll.md | 53 ----------------------------------------------------- 1 file changed, 53 deletions(-) delete mode 100644 roll.md diff --git a/roll.md b/roll.md deleted file mode 100644 index 87a2c2e0a..000000000 --- a/roll.md +++ /dev/null @@ -1,53 +0,0 @@ - -## rolling functions - -- [ ] rollmean -- [ ] rollsum -- [ ] rollmin -- [ ] rollmax -- [ ] rollmedian -- [ ] rollprod -- [ ] rollfdi (roughness statistic) -- [ ] rollapply (user provided FUN) -- [ ] rollsd -- [ ] rollvar - -## rolling features - -- [ ] align: left/center/right -- [ ] fill constant -- [ ] adaptive window -- [ ] fill na.locf - -## rollmean implementation notes - -```r -x = list(v1=1:5, v2=1:5) -k = c(2, 3) -``` - -i - single column -j - single window -m - single row -w - current row's sum of rolling window - -``` -for (i in x) - for (j in k) - for (m in 1:length(i)) { - w += i[m] - w -= i[m-j] - ans[m] = w / j - } -``` - -## validation - -- [ ] validate against zoo (already in suggested dependency) - -## benchmark - -- [ ] TTR::runMean -- [ ] RcppRoll::roll_mean -- [ ] caTools::runmean -- [ ] RollingWindow::RollingMean (github.com/andrewuhl/RollingWindow)