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arquero

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Query processing and transformation of array-backed data tables.

github.com/uwdata/arquero

uwdata/arquero

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/** * Annotate a table expression to compute rolling aggregate or window * functions within a sliding window frame. For example, to specify a * rolling 7-day average centered on the current day, use rolling with * a frame value of [-3, 3]. * @param {string|Function|object} expr The table expression to annotate. * @param {[number?, number?]} [frame=[-Infinity, 0]] The sliding window frame * offsets. Each entry indicates an offset from the current value. If an * entry is non-finite, the frame will be unbounded in that direction, * including all preceding or following values. If unspecified, the frame * will include the current values and all preceding values. * @param {boolean} [includePeers=false] Indicates if the sliding window frame * should ignore peer (tied) values. If false (the default), the window frame * boundaries are insensitive to peer values. If `true`, the window frame * expands to include all peers. This parameter only affects operations that * depend on the window frame: aggregate functions and the first_value, * last_value, and nth_value window functions. * @return A new wrapped expression annotated with rolling window parameters. * @example rolling(d => mean(d.colA), [-3, 3]) * @example rolling(d => last_value(d.colA), null, true) */ export function rolling(expr: string | Function | object, frame?: [number?, number?], includePeers?: boolean): any;