deephaven-core
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Add `cum_count()`, `cum_avg()` , and `cum_std()` to `update_by()`
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
A review of Numerics.ftl/Numerics.java might uncover other functionality gaps.
Other count operations like count_null, count_nan, etc. would be useful.