org.saddle.stats

VecRollingStats

class VecRollingStats[A] extends AnyRef

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.

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  1. VecRollingStats
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Instance Constructors

  1. new VecRollingStats(v: Vec[A])(implicit arg0: ST[A], arg1: (Vec[A]) ⇒ VecStats[A], arg2: AddOp[A], arg3: SubOp[A], arg4: NUM[A])

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  1. final def !=(arg0: AnyRef): Boolean

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  15. final def notify(): Unit

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  16. final def notifyAll(): Unit

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  17. 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.

    winSz

    Size of the sliding window

  18. 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.

    winSz

    Size of the sliding window

  19. 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.

    winSz

    Size of the sliding window

  20. 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.

    winSz

    Size of the sliding window

  21. final def synchronized[T0](arg0: ⇒ T0): T0

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