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Add `cum_count()`, `cum_avg()` , and `cum_std()` to `update_by()`

Open alexpeters1208 opened this issue 2 years ago • 2 comments

Given that we offer exponential weighted average and std, and rolling count, avg, and std for update_by(), I think it's reasonable to support cum_count(), cum_avg(), and cum_std(). These are natural things to want to compute, and I'm having a tough time computing them by composing existing operations.

Here is the gap in cumulative/rolling operations compared to Numerics.java array operations:

  • count (cumulative, rolling already exists)
  • avg (cumulative, rolling already exists)
  • count_neg, count_pos, count_zero (can implement using modification to CumSpec)
  • abs_avg
  • std (cumulative, rolling already exists)
  • wstd
  • var
  • wvar
  • cov
  • cor
  • ste
  • wste
  • tstat
  • wtstat
  • median
  • percentile

alexpeters1208 avatar Aug 31 '23 19:08 alexpeters1208

A review of Numerics.ftl/Numerics.java might uncover other functionality gaps.

lbooker42 avatar Aug 31 '23 21:08 lbooker42

Other count operations like count_null, count_nan, etc. would be useful.

chipkent avatar Aug 14 '24 20:08 chipkent