saddle-stats/org.saddle.stats/VecRollingStats

VecRollingStats

class VecRollingStats[@specialized(Int, Long, Double) A](v: Vec[A])(implicit evidence$1: ScalarTag[A], evidence$2: AddOp[A], evidence$3: SubOp[A], evidence$4: Numeric[A])

Rolling statistical methods made available on numeric Vec objects via enrichment. These methods scan over the Vec and compute values over a specified historical window.

class Object
trait Matchable
class Any

Value members

Concrete methods

def rollingCount(winSz: Int): Vec[Int]

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

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

Value parameters:
winSz

Size of the sliding window

def rollingMean(winSz: Int): Vec[Double]

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

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

Value parameters:
winSz

Size of the sliding window

def rollingMedian(winSz: Int): Vec[Double]

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

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

Value parameters:
winSz

Size of the sliding window

def rollingSum(winSz: Int): Vec[A]

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

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

Value parameters:
winSz

Size of the sliding window