Efficient rolling window algorithms
Project description
rolling is a collection of computationally efficient rolling window iterators for Python.
Many useful arithmetical, logical and statistical functions are implemented to allow the window to be computed in sub-linear time (and in many instances constant time):
Sum
All
Any
Min
Max
Mean
Median
Variance
Standard deviation
There’s also a more general ‘apply’ mode where any specific function can be applied to the window. Both fixed-length and variable-length windows are supported.
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