NEWS.md

In DavisVaughan/slurrr: Sliding Window Functions

slider (development version)

slider 0.3.1

• Fixed tests that failed under valgrind due to NA vs NaN peculiarities (#198).

• Bumped required versions of vctrs, cli, and rlang to their current CRAN versions.

• Bumped required R version to >= 3.6.0.

slider 0.3.0

• Improved reported error calls and error messages throughout the package, and switched from glue to cli (#168, #188).

• Index (.i) types that aren't explicitly understood by vctrs are now handled slightly better (#182).

• The slide_index_*() and hop_index_*() families now use vctrs::vec_rank() internally to compute a dense rank, which should be a little faster than the previous home grown approach (#177).

• New slider_plus() and slider_minus() developer facing helpers that allow package authors to register custom double dispatch methods to override the default computation of .i - .before and .i + .after when generating index bounds internally. This is intended to allow the clock and almanac packages to register methods so their custom types can be used natively in slider (#91).

• Removed ellipsis in favor of using the equivalent functions in rlang (#185).

• Removed R_forceAndCall() fallback now that R >=3.4.0 is required (#172).

• Fixed -Wstrict-prototypes warnings as requested by CRAN (#173).

• Bumped minimal version of R to >=3.4.0 to align with tidyverse standards.

• Bumped minimal version of rlang to >=1.0.6 and vctrs to >=0.5.0 (#165, #174).

• Fixed redirecting URLs.

slider 0.2.2

• Updated internal usage of vec_order() to prepare for a breaking change in vctrs (#153).

slider 0.2.1

• Fixed a C alignment issue detected by CRAN's USBAN machine related to allocating vectors of long double.

• Fixed a test that relied too strongly on the size of the C type, long double, which can vary across platforms (#147).

• Fixed an out of sync vignette entry (#148).

slider 0.2.0

• New family of very fast specialized sliding functions:

• slide_sum(), slide_index_sum(): for rolling sums

• slide_mean(), slide_index_mean(): for rolling averages

• slide_prod(), slide_index_prod(): for rolling products

• slide_min(), slide_index_min(): for rolling minimums

• slide_max(), slide_index_max(): for rolling maximums

• slide_any(), slide_index_any(): for rolling any

• slide_all(), slide_index_all(): for rolling all

• The slide_index_*() family now allows .before and .after to be functions of 1 argument (the index) that compute the boundaries of the sliding window. This can be extremely useful when the default, which computes .i - .before and .i + .after, is not applicable or correct for your needs. One use case is to set .before = ~.x %m-% months(1) rather than .before = months(1) to perform a 1 month rolling window in a way that won't generate NA values on invalid dates (like 1 month before 2019-03-31) (#139).

• The slide_index_*() family has undergone some internal changes to make it more compatible with custom vctrs classes that could be provided as the index (.i), such as the date-time classes in the clock package (#133, #130).

• For the slide_index_*() family, it is now required that .i - .before and .i + .after be castable to .i by vctrs::vec_cast(). Similarly, for the hop_index_*() family, .starts and .stops must both be castable to .i (#132).

• New vignette, vignette("tsibble"), explaining how to transition from tsibble to slider (#128).

• vignette("rowwise") has been updated to use cur_data() from dplyr 1.0.0, which makes it significantly easier to do rolling operations on data frames (like rolling regressions) using slider in a dplyr pipeline.

slider 0.1.5

• slide_period() and friends have slightly better handling of size zero input when .complete = TRUE (#111).

• Better error messages for NA input with .before, .after, .step and .complete have been added (#110).

• A few instances of possibly unsafe C protection usage have been fixed (#112).

• Tests have been updated to use only numeric values in the vctrs::new_date() constructor (#113).

slider 0.1.4

• As a followup to a change in slider 0.1.3, edge cases with size zero input in hop() have also been fixed.

• C code has been refactored to be less reliant on vctrs internals.

slider 0.1.3

• Updated to stay compatible with vctrs 0.3.0.

• A few edge cases with size zero input in the index functions have been fixed.

• The default for the .names_to argument of *_dfr() variants has been updated to rlang::zap() to match the default of the function it is passed on to, vctrs::vec_rbind().

• All *_vec() variants now maintain size stability when auto-simplifying (i.e. when .ptype = NULL) (#78, #93).

• hop() and its variants no longer place the names of .x on the output. Because there is no size guarantee on the output, the size of .x can be different than the size of the output, meaning that the names might not line up. This also affects slide_period(), which is implemented using a hop() variant (#75).

• With data frames containing row names, slide() and its variants now copy those row names onto the output. This is an implicit benefit from vctrs gaining better support for data frame row names.

slider 0.1.2

• Updated to stay compatible with the latest version of vctrs.

slider 0.1.1

• Fixed a "multiple definition" C issue when compiling with gcc10.

slider 0.1.0

• Added a NEWS.md file to track changes to the package.

DavisVaughan/slurrr documentation built on Oct. 19, 2023, 1:49 a.m.