AssociativeWindowAggregation.jl

Aggregation of associative operators over rolling windows.
Author tpgillam
Popularity
6 Stars
Updated Last
10 Months Ago
Started In
January 2021

AssociativeWindowAggregation.jl

Stable Dev Build Status Codecov Code Style: Blue

Accumulate result of applying binary associative operators on rolling windows.

The algorithm is constant time with respect to the window length, and is numerically stable. Details can be found in the documentation. For demonstrations, see the documentation examples as well as the project under examples/.

The windowed algorithm is well suited for use with OnlineStats.jl. An example of this combination is in the documentation.

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