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r-spark / sparklyr.flint

Sparklyr extension making Flint time series library functionalities (https://github.com/twosigma/flint) easily accessible through R
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create `incremental` option corresponding to `addSummaryColumns()` in Flint #37

Closed yitao-li closed 4 years ago

yitao-li commented 4 years ago

For use cases similar to EWMA where some summary statistics needs to be computed at each time stamp using all data points occurred at or before that time, so that one can see how that summary statistics changes over time.

Signed-off-by: Yitao Li yitao@rstudio.com