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2022-11-17
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hi friends! Is there some utility library of calculating a rolling standard deviation of a tablecloth column? I'm doing it the non-rolling way and it is sloooow.
You might be interested in https://commons.apache.org/proper/commons-math/userguide/stat.html
The DescriptiveStatistics class has a mechanism for handling rolling standard deviation
It’s not integrated into tablecloth but probably not hard to do
This might be helpful: https://techascent.github.io/tech.ml.dataset/tech.v3.dataset.rolling.html
in R, they are here: https://rdrr.io/cran/data.table/man/froll.html