Skip to content
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

roll regression #5314

Closed
shenqixue opened this issue Jan 18, 2022 · 2 comments
Closed

roll regression #5314

shenqixue opened this issue Jan 18, 2022 · 2 comments
Labels
duplicate froll

Comments

@shenqixue
Copy link

I want to do roll regression in data.table. For now, there are only frollsum and frollmean, which just accept one variable. Could you add something like roll_lm, roll_correlation, etc?
@MichaelChirico
Copy link
Member

dupe of #4075

@jangorecki
Copy link
Member

This can be achieved using by.column=FALSE #4887 but it obviously will not be super fast.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
duplicate froll
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
3 participants
@jangorecki @MichaelChirico @shenqixue