This package makes it easy to summarize windowed data.

A function is applied to successive data subsequences.

You give a summarizing function 𝐹𝑢𝑛𝑐, the data𝐷𝑎𝑡𝑎, and a window span 𝑆𝑝𝑎𝑛.

The result 𝑅 is of length 𝑅ᴺ

• 𝑅ᴺ = length(𝐷𝑎𝑡𝑎) - 𝑆𝑝𝑎𝑛 + 1.

• the result omits 𝑅ᴼ = 𝑆𝑝𝑎𝑛 - 1 indices that𝐷𝑎𝑡𝑎 uses.

• here is the way to do that

  • rolling(𝐹𝑢𝑛𝑐,𝐷𝑎𝑡𝑎, 𝑆𝑝𝑎𝑛)
  • rolling(function, data, window_span)

ways to get as many results as there are data values

Use a single, shared padding value

specify a padding value (default position is at the start)

• here is the way to do that
  • rolling(𝐹𝑢𝑛𝑐,𝐷𝑎𝑡𝑎, 𝑆𝑝𝑎𝑛; padding = \<value\>)
  • rolling(function, data, window_span; padding = missing)
• this will fill the initial result values with the padding value
  • pads these values(result[1], .., result[pad_nindices])

specify padding to be at the end of the result

• here is the way to do that
  • rolling(𝐹𝑢𝑛𝑐,𝐷𝑎𝑡𝑎, 𝑆𝑝𝑎𝑛; padding = <value>, padlast = true)
  • rolling(function, data, window_span; padding = missing, padlast = true)
• this will fill the final result values with the padding value
  • pads these values(result[n-pad_nindices+1], .., result[n])