Comments (3)
I have added both roll_min
and roll_max
in the development version. Here's an example:
# devtools::install_github("jjf234/roll")
library(roll)
library(testthat)
n_vars <- 30
n_obs <- 1500
x <- matrix(rnorm(n_obs * n_vars), nrow = n_obs, ncol = n_vars)
# rolling minimums ('min_obs = 1' equivalent to 'partial = TRUE')
expect_equivalent(roll_min(x, 5, min_obs = 1),
rollapplyr(x, 5, min, partial = TRUE))
# rolling maximums
expect_equivalent(roll_max(x, 5, min_obs = 1),
rollapplyr(x, 5, max, partial = TRUE))
from roll.
Thanks, I would also like to include in future versions (see #4).
from roll.
Awesome, thanks!
from roll.
Related Issues (20)
- Floating Point Precision Issues in 1.1.2 vs. 1.1.3 HOT 2
- seg faults with roll_min / max HOT 6
- Adapt functions to work on vectors. HOT 2
- [DOC] - Revert to previous default formatting for function usage HOT 3
- Document online functionality HOT 2
- error with latest version of RcppParallel HOT 2
- [DOCS] - type of quantile algorithm HOT 1
- apply user defined function HOT 2
- Crash in roll_max with vectors of lenth around 545 HOT 4
- roll_rank( ) HOT 2
- Does roll_quantile have an "online" algorithm? HOT 2
- roll_eigen HOT 1
- R Packages: roll vs rollregres HOT 3
- `partial` support HOT 4
- support for `align`? HOT 3
- roll with time interval not with width HOT 1
- roll_lm residual standard error HOT 1
- Export the predictions and the residuals of the roll_lm HOT 4
- Dynamic sliding window HOT 2
- add topic tags HOT 1
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from roll.