saddle-stats/org.saddle.stats/SeriesRollingStats

SeriesRollingStats

class SeriesRollingStats[X, T](s: Series[X, T])(implicit evidence$1: ScalarTag[X], evidence$2: Order[X], evidence$3: () => T, evidence$4: ScalarTag[T])

Rolling statistical methods made available on numeric Series objects via enrichment. These methods scan over the Series and compute cumulative values.

Companion:
object
class Object
trait Matchable
class Any

Value members

Concrete methods

def rollingCount(winSz: Int): Series[X, Int]

Rolling count; compute count of number of elements in Series over a sliding window, ignoring any NA values.

Rolling count; compute count of number of elements in Series over a sliding window, ignoring any NA values.

Value parameters:
winSz

Size of the sliding window

def rollingMean(winSz: Int): Series[X, Double]

Rolling mean; compute mean of elements in Series over a sliding window, ignoring any NA values.

Rolling mean; compute mean of elements in Series over a sliding window, ignoring any NA values.

Value parameters:
winSz

Size of the sliding window

def rollingMedian(winSz: Int): Series[X, Double]

Rolling median; compute mean of elements in Series over a sliding window, ignoring any NA values.

Rolling median; compute mean of elements in Series over a sliding window, ignoring any NA values.

Value parameters:
winSz

Size of the sliding window

def rollingSum(winSz: Int): Series[X, T]

Rolling sum; compute sum of elements in Series over a sliding window, ignoring any NA values.

Rolling sum; compute sum of elements in Series over a sliding window, ignoring any NA values.

Value parameters:
winSz

Size of the sliding window