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frollvar and frollsd by jangorecki · Pull Request #7361 · Rdatatable/data.table · GitHub

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frollvar and frollsd - #7361

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Oct 19, 2025
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frollvar and frollsd#7361
jangorecki merged 8 commits into
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jangorecki commented Oct 13, 2025 •
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closes #2778

library(roll)
library(data.table)
set.seed(108)
x = rnorm(1e8)
n = 1e3
system.time(ans1 <- roll_var(x, n))
#   user  system elapsed 
#  3.296   0.561   3.858 
system.time(ans2 <- frollvar(x, n))
#   user  system elapsed 
#  1.421   0.230   1.652 
all.equal(ans1, ans2) && all.equal(ans1, ans3)
#[1] TRUE

jangorecki mentioned this pull request Oct 13, 2025
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jangorecki added this to the 1.18.0 milestone Oct 13, 2025

codecov Bot commented Oct 13, 2025 •
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Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 99.12%. Comparing base (55b0de6) to head (c2c5bde).
⚠️ Report is 3 commits behind head on master.

Additional details and impacted files 
@@           Coverage Diff            @@
##           master    #7361    +/-   ##
========================================
  Coverage   99.11%   99.12%            
========================================
  Files          85       85            
  Lines       16443    16589   +146     
========================================
+ Hits        16298    16444   +146     
  Misses        145      145

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jangorecki mentioned this pull request Oct 14, 2025
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ben-schwen reviewed Oct 16, 2025
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Comment thread src/froll.c
ben-schwen mentioned this pull request Oct 16, 2025
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ben-schwen reviewed Oct 16, 2025
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Comment thread src/froll.c Outdated

ben-schwen commented Oct 18, 2025

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LGTM but I would either move CLAMP0(x) to data.table.h or use MAX(0,x) (which is also defined in data.table.h)

jangorecki merged commit 3ad93f7 into master Oct 19, 2025
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jangorecki deleted the froll-var-sd branch October 19, 2025 09:55
This was referenced Oct 19, 2025
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MichaelChirico mentioned this pull request Dec 30, 2025
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Breeze-Hu mentioned this pull request Jul 27, 2026
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ben-schwen ben-schwen approved these changes
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rolling functions, rolling aggregates, sliding window, moving average

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