JuliaStats / TimeSeries.jl

Time series toolkit for Julia
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`moving` with dims=2 with an easy way to distinguish the columns #490

Closed almostintuitive closed 3 years ago

almostintuitive commented 3 years ago

Hi! I have a usecase, where I'd need to go over a 2D TimeSeries, and would want to easily select / identify a col within the passed in function. It looks like when I set dims = 2 I get an array with the following dimensions passed in: (<window>, <cols>).

I'm experimenting with writing a custom moving function for my needs, here are a couple of things I'm debating about:

Thanks!

iblislin commented 3 years ago

I think the NamedTuple is fine for your case?

almostintuitive commented 3 years ago

thanks for the help, yes, I think that's a good bet!