Skip to content

frollvar and frollsd #7361

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom
Merged
jangorecki merged 8 commits into from
Oct 19, 2025
Merged

frollvar and frollsd #7361

jangorecki merged 8 commits into from
Oct 19, 2025

Conversation

@jangorecki
Copy link
Member

@jangorecki jangorecki commented Oct 13, 2025 •
edited
Loading

closes #2778

library(roll)
library(data.table)
set.seed(108)
x = rnorm(1e8)
n = 1e3
system.time(ans1 <- roll_var(x, n))
#   user  system elapsed 
#  3.296   0.561   3.858 
system.time(ans2 <- frollvar(x, n))
#   user  system elapsed 
#  1.421   0.230   1.652 
all.equal(ans1, ans2) && all.equal(ans1, ans3)
#[1] TRUE

@jangorecki jangorecki mentioned this pull request Oct 13, 2025
Closed
28 tasks
@jangorecki jangorecki added this to the 1.18.0 milestone Oct 13, 2025
@codecov
Copy link

codecov bot commented Oct 13, 2025 •
edited
Loading

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 99.12%. Comparing base (55b0de6) to head (c2c5bde).
⚠️ Report is 3 commits behind head on master.

Additional details and impacted files 
@@           Coverage Diff            @@
##           master    #7361    +/-   ##
========================================
  Coverage   99.11%   99.12%            
========================================
  Files          85       85            
  Lines       16443    16589   +146     
========================================
+ Hits        16298    16444   +146     
  Misses        145      145

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.

🚀 New features to boost your workflow:
  • ❄️ Test Analytics: Detect flaky tests, report on failures, and find test suite problems.

@jangorecki

This comment was marked as resolved.

Sign in to view
@Anirban166

This comment was marked as resolved.

Sign in to view
@jangorecki jangorecki mentioned this pull request Oct 14, 2025
Open
ben-schwen
ben-schwen reviewed Oct 16, 2025
View reviewed changes
@ben-schwen ben-schwen mentioned this pull request Oct 16, 2025
Open
ben-schwen
ben-schwen reviewed Oct 16, 2025
View reviewed changes
@ben-schwen
Copy link
Member

ben-schwen commented Oct 18, 2025

LGTM but I would either move CLAMP0(x) to data.table.h or use MAX(0,x) (which is also defined in data.table.h)

@jangorecki jangorecki merged commit 3ad93f7 into master Oct 19, 2025
11 of 12 checks passed
@jangorecki jangorecki deleted the froll-var-sd branch October 19, 2025 09:55
This was referenced Oct 19, 2025
Merged
Closed
@MichaelChirico MichaelChirico mentioned this pull request Dec 30, 2025
Merged
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Reviewers

@ben-schwen ben-schwen ben-schwen approved these changes

@MichaelChirico MichaelChirico Awaiting requested review from MichaelChirico MichaelChirico is a code owner

Assignees

No one assigned

Labels

froll

Projects

None yet

Milestone

1.18.0

Development

Successfully merging this pull request may close these issues.

rolling functions, rolling aggregates, sliding window, moving average

3 participants

@jangorecki @Anirban166 @ben-schwen