roll_min and roll_max

[hadley]

Would you consider implementing rolling versions of min() and max()

[jjf234]

Thanks, I would also like to include in future versions (see #4).

[jjf234]

I have added both roll_min and roll_max in the development version. Here's an example:

# devtools::install_github("jjf234/roll")

library(roll)
library(testthat)

n_vars <- 30
n_obs <- 1500
x <- matrix(rnorm(n_obs * n_vars), nrow = n_obs, ncol = n_vars)

# rolling minimums ('min_obs = 1' equivalent to 'partial = TRUE')
expect_equivalent(roll_min(x, 5, min_obs = 1),
                  rollapplyr(x, 5, min, partial = TRUE))

# rolling maximums
expect_equivalent(roll_max(x, 5, min_obs = 1),
                  rollapplyr(x, 5, max, partial = TRUE))

[hadley]

Awesome, thanks!