To gather requirements in single place and refresh ~4 years old discussions creating this issue to cover rolling functions feature (also known as rolling aggregates, sliding window or moving average/moving aggregates).

rolling functions

• rollmean
• rollsum
• rollmin (new rolling functions: min and prod #7299)
• rollmax (left aligned, adaptive, rolling max #7264)
• rollmedian (rolling median #7315)
• rollprod (new rolling functions: min and prod #7299)
• rollsd (frollvar and frollsd #7361)
• rollvar (frollvar and frollsd #7361)
• rollapply (user provided FUN) (rewritten for more features in frollapply rewritten, by.column=F, parallel, any type #7272)

features

• multiple columns at once
• multiple windows at once
• multiple columns and multiple windows at once
• atomic vectors input and single window returns atomic vectors
• various length list of vectors
• align: left/center/right
• handling NAs
• handling Inf (left aligned, adaptive, rolling max #7264)
• fill constant
• long vector support
• partial window support (frollmean partial argument #4968, PR left aligned, adaptive, rolling max #7264)
• adaptive window support
• use openmp to parallelize calculation of multiple columns/windows
• rounding error correction
• timing in verbose mode from parallel region (blocked by testing output using patterns disabled when parentheses present #3422, print uint64 using inttypes.h PRIu64 instead of llu #3423)
• partial & adaptive support (left aligned, adaptive, rolling max #7264)
• give.names argument, same as shift has (left aligned, adaptive, rolling max #7264)
• frollapply by.column=FALSE (issue add by.column=F argument in frollapply #4887, PR frollapply rewritten, by.column=F, parallel, any type #7272)
• unevenly spaced time series (rolling funs / shift could support logical window #3241, PR froll support for unevenly spaced time series #7291)