You may pad the result with the value of your choice
padding is a keyword argument
- if you assign e.g. padding = missing, the result will be padded
- you may pad using any defined value and all types except Nothing
- example pads(missing, 0, nothing, NaN, 'โ ', AbstractString)
using RollingFunctions
๐ท๐๐ก๐โ = [1, 2, 3, 4, 5]
๐ท๐๐ก๐โ = [5, 4, 3, 2, 1]
๐น๐ข๐๐ = cov
๐๐๐๐ = 3
result = rolling(๐น๐ข๐๐, ๐ท๐๐ก๐โ, ๐ท๐๐ก๐โ, ๐๐๐๐; padding = zero(eltype(๐)))
#=
julia> result
5 element Vector {Float64}:
0.0
0.0
-1.0
-1.0
-1.0
=#Give me the real values first, pad to the end.
result = rolling(๐น๐ข๐๐, ๐ท๐๐ก๐โ, ๐ท๐๐ก๐โ, ๐๐๐๐; padding = missing, padlast=true)
#=
5 element Vector {Float64}:
-1.0
-1.0
-1.0
missing
missing
=#technical aside: this is not the same as reverse(rolling(๐น๐ข๐๐,๐ท๐๐ก๐โ, ๐ท๐๐ก๐โ, ๐๐๐๐; padding = missing).