Skip to content

[Request] rollapply written in data.table #1855

@ghost

Description

My apologies if this has already been brought up but do you plan on ever writing a rollapply function for data.table?

I know that you can use xts::rollapply function inside of data.table, however, xts::rollapply is still slow. I get the feeling that if a data.table::rollapply function was written utilizing data.table's radix sorting, it could be much faster than anything that is available right now. Without it, people just keep building c++ libraries to perform quick rolling time-series calcs...

Metadata

Metadata

Assignees

Labels

Type

No type

Projects

No projects

Milestone

No milestone

Relationships

None yet

Development

No branches or pull requests

Issue actions