kevinushey/RcppRoll

Sums at end of sequence - partial?

danielmcintosh1 opened this issue · 3 comments

danielmcintosh1 commented

I have a sequence
0 1 0 1 1 1 1 0 1 0 1 0
I want the rolling sum of 3 periods with a right align.
1, 2, 2, 3, 3, 2, 2 , 1, 2, 1, 1, 0.
Instead I am getting
1, 2, 2, 3, 3, 2, 2 , 1, 2, 1, NA, NA
Is this what partial is supposed to solve? How can I get the last n-1 periods to sum correctly?

kevinushey commented

Handling of partial is not yet implemented -- sorry.

mschilli87 commented

+1 for partial support

  • 👍7
fdetsch commented

I'd love to see that happen, too. RcppRoll is so much faster than traditional approaches, eg. zoo::rollapply().