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JuliaData / DataFrames.jl

In-memory tabular data in Julia
https://dataframes.juliadata.org/stable/
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Explain in the manual how to use rolling functions with DataFrames.jl #3163

Open zsz00 opened 1 year ago

zsz00 commented 1 year ago

Hope support Roll a function over data, run a statistic along a [weighted] data window

ref: https://github.com/JeffreySarnoff/RollingFunctions.jl

https://github.com/JuliaML/TableTransforms.jl/issues/121

bkamins commented 1 year ago

What functionality is missing in RollingFunctions.jl? In general if it is missing it should be added there.

CC @JeffreySarnoff

JeffreySarnoff commented 1 year ago

Yup

zsz00 commented 1 year ago

I think features combination is better to let this package do it than to let the user do it himself.

bkamins commented 1 year ago

I am not sure what you mean exactly. Can you give an example code what you want?

zsz00 commented 1 year ago

I have time series columns need roll process.

  1. I hope more integration with TableTransforms.jl or dataframes.jl. or more using doc.
  2. need rolling(function, data, windowsize, stride)
  3. RollingFunctions.jl newest realse in 2019.3, I mistakenly thought it was not actively developed.
bkamins commented 1 year ago

RollingFunctions.jl already supports rolling(function, data, windowsize) so what would need to be added is rolling(function, data, windowsize, stride) - you would just need to define what you mean with stride. Such a change should be made in RollingFunctions.jl.

zsz00 commented 1 year ago

ok, I see. It should in RollingFunctions.jl. so, I do the features/functions combination is good way.

bkamins commented 1 year ago

I change the issue tag to improve manual.