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feat: support rolling / ewm

Open MarcoGorelli opened this issue 1 year ago • 5 comments

these came up in the Plotly PR, and would help get to 100% cross-dataframe compatibility

MarcoGorelli avatar Oct 25 '24 13:10 MarcoGorelli

Hello @FBruzzesi, do you plan to work on this?

DeaMariaLeon avatar Oct 29 '24 09:10 DeaMariaLeon

@DeaMariaLeon I don't really have a plan/schedule on which issues to work on 🙈 Feel free to pick it up or split the work (rolling and ewm).

Focus now is in plotly PR - in which we keep this as a follow up, but it definitly will get high priority after we merge the main PR there

FBruzzesi avatar Oct 29 '24 10:10 FBruzzesi

I started working on ewm.

DeaMariaLeon avatar Oct 30 '24 09:10 DeaMariaLeon

Besides ewm_mean, Polars has ewm_mean_by, ewm_stdand ewm_var. Do we need all of them? Thanks @MarcoGorelli or @FBruzzesi

DeaMariaLeon avatar Dec 17 '24 16:12 DeaMariaLeon

hey - I think this one might be enough for now to see if it's useful to Plotly, i'm a little hesitant to expand the API too much before we have use cases

MarcoGorelli avatar Dec 17 '24 17:12 MarcoGorelli