adapt uneven time series rolling window #5576
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Co-authored-by: Marco Colombo <[email protected]>
ben-schwen
reviewed
Jan 3, 2023
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This was referenced Aug 30, 2023
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There are benchmarks made on top of this branch implemented in duckdblabs/db-benchmark#9. @DorisAmoakohene may be interesed in it, steps to reproduce are at the end of the thread. |
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This branch is forked from frollapply branch but not from its head, therefore does not include all changes made in frollapply branch, missing commits: https://github.com/Rdatatable/data.table/compare/d09651710993b6bc7ab00fb1a7e53f9361bd6db8..21da019f63947c28f9cb93fdf8f275bd52461dd5 diff vs commit where it was forked from: https://github.com/Rdatatable/data.table/compare/d09651710993b6bc7ab00fb1a7e53f9361bd6db8..319c02788d32169e1c9f26bbb59dee0012eaa5e1 |
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closes #3241
It is forked from https://github.com/Rdatatable/data.table/tree/frollapply branch, therefore should be rebased to master once #5575 will be merged. Till then it is probably best to look at the diff here: https://github.com/Rdatatable/data.table/compare/frollapply..adapt
As well spotted by @DavisVaughan frolladapt only supports align=right for the moment.