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shabbychef / fromo

Fast Robust Moments in R with Rcpp
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variable_win is not correct #35

Open shabbychef opened 1 year ago

shabbychef commented 1 year ago

The following should give different results according to documentation and design, but do not:

t_running_sum(rep(1,20),
                            time=1:20,
                            lb_time=seq(2,20,by=2),
                            window=NULL,
                            variable_win=FALSE)

# this is broken.
t_running_sum(rep(1,20),
                            time=1:20,
                            lb_time=seq(2,20,by=2),
                            window=NULL,
                            variable_win=TRUE)