make_moving_moment: Online moving/cumulative statistics

In imlijunda/tswbench: Tushare Workbench

Description

Support up to 4th order central moments.

Usage

make_moving_moment(window, order, ...)

make_moving_stats(window, order, ...)

make_cumulative_moment(order, ...)

make_cumulative_stats(order, ...)

make_moving_cov(window, ...)

make_cumulative_cov(...)

Arguments

window	moving window size
order	order of moments
...	not used

Value

a stateful online function

imlijunda/tswbench documentation built on June 12, 2021, 12:45 p.m.