Rolling median builtin for domain specific language with RDataFrame #342
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…big when using time index, fixed std not taking square root of sample variance
…ms low not found in temp array
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In case it is easy to make I prefer to make a generic quantile implementation |
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I am merging now. Quantiles can be done in the next pull request |
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This PR implements rolling median for RDataFrame, so far only a slow, brute force version that uses bubble sort - should be enough for small window sizes