Trait tea_rolling::RollingFeature

source · 
pub trait RollingFeature<T: Clone>: Vec1View<T> {

Show 16 methods    // Provided methods
    fn ts_sum_to<O: Vec1<U>, U>(
        &self,
        window: usize,
        min_periods: Option<usize>,
        out: Option<O::UninitRefMut<'_>>,
    ) -> Option<O>
       where T: Number,
             f64: Cast<U> { ... }
    fn ts_sum<O: Vec1<U>, U>(
        &self,
        window: usize,
        min_periods: Option<usize>,
    ) -> O
       where T: Number,
             f64: Cast<U> { ... }
    fn ts_mean_to<O: Vec1<U>, U>(
        &self,
        window: usize,
        min_periods: Option<usize>,
        out: Option<O::UninitRefMut<'_>>,
    ) -> Option<O>
       where T: Number,
             f64: Cast<U> { ... }
    fn ts_mean<O: Vec1<U>, U>(
        &self,
        window: usize,
        min_periods: Option<usize>,
    ) -> O
       where T: Number,
             f64: Cast<U> { ... }
    fn ts_ewm_to<O: Vec1<U>, U>(
        &self,
        window: usize,
        min_periods: Option<usize>,
        out: Option<O::UninitRefMut<'_>>,
    ) -> Option<O>
       where T: Number,
             f64: Cast<U> { ... }
    fn ts_ewm<O: Vec1<U>, U>(
        &self,
        window: usize,
        min_periods: Option<usize>,
    ) -> O
       where T: Number,
             f64: Cast<U> { ... }
    fn ts_wma_to<O: Vec1<U>, U>(
        &self,
        window: usize,
        min_periods: Option<usize>,
        out: Option<O::UninitRefMut<'_>>,
    ) -> Option<O>
       where T: Number,
             f64: Cast<U> { ... }
    fn ts_wma<O: Vec1<U>, U>(
        &self,
        window: usize,
        min_periods: Option<usize>,
    ) -> O
       where T: Number,
             f64: Cast<U> { ... }
    fn ts_std_to<O: Vec1<U>, U>(
        &self,
        window: usize,
        min_periods: Option<usize>,
        out: Option<O::UninitRefMut<'_>>,
    ) -> Option<O>
       where T: Number,
             f64: Cast<U> { ... }
    fn ts_std<O: Vec1<U>, U>(
        &self,
        window: usize,
        min_periods: Option<usize>,
    ) -> O
       where T: Number,
             f64: Cast<U> { ... }
    fn ts_var_to<O: Vec1<U>, U>(
        &self,
        window: usize,
        min_periods: Option<usize>,
        out: Option<O::UninitRefMut<'_>>,
    ) -> Option<O>
       where T: Number,
             f64: Cast<U> { ... }
    fn ts_var<O: Vec1<U>, U>(
        &self,
        window: usize,
        min_periods: Option<usize>,
    ) -> O
       where T: Number,
             f64: Cast<U> { ... }
    fn ts_skew_to<O: Vec1<U>, U>(
        &self,
        window: usize,
        min_periods: Option<usize>,
        out: Option<O::UninitRefMut<'_>>,
    ) -> Option<O>
       where T: Number,
             f64: Cast<U> { ... }
    fn ts_skew<O: Vec1<U>, U>(
        &self,
        window: usize,
        min_periods: Option<usize>,
    ) -> O
       where T: Number,
             f64: Cast<U> { ... }
    fn ts_kurt_to<O: Vec1<U>, U>(
        &self,
        window: usize,
        min_periods: Option<usize>,
        out: Option<O::UninitRefMut<'_>>,
    ) -> Option<O>
       where T: Number,
             f64: Cast<U> { ... }
    fn ts_kurt<O: Vec1<U>, U>(
        &self,
        window: usize,
        min_periods: Option<usize>,
    ) -> O
       where T: Number,
             f64: Cast<U> { ... }

}

Provided Methods§

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fn ts_sum_to<O: Vec1<U>, U>( &self, window: usize, min_periods: Option<usize>, out: Option<O::UninitRefMut<'_>>, ) -> Option<O>
where T: Number, f64: Cast<U>,

Calculates the rolling sum for the vector.

§Arguments
  • window - The size of the rolling window.
  • min_periods - The minimum number of observations in window required to have a value.
  • out - Optional output buffer to store the results.
§Returns

A vector containing the rolling sum values.

§See Also

ts_vsum - The version of this function that handles None values.

source

fn ts_sum<O: Vec1<U>, U>(&self, window: usize, min_periods: Option<usize>) -> O
where T: Number, f64: Cast<U>,

Calculates the rolling sum for the vector.

§Arguments
  • window - The size of the rolling window.
  • min_periods - The minimum number of observations in window required to have a value.
  • out - Optional output buffer to store the results.
§Returns

A vector containing the rolling sum values.

§See Also

ts_vsum - The version of this function that handles None values.

source

fn ts_mean_to<O: Vec1<U>, U>( &self, window: usize, min_periods: Option<usize>, out: Option<O::UninitRefMut<'_>>, ) -> Option<O>
where T: Number, f64: Cast<U>,

Calculates the rolling mean for the vector.

§Arguments
  • window - The size of the rolling window.
  • min_periods - The minimum number of observations in window required to have a value.
  • out - Optional output buffer to store the results.
§Returns

A vector containing the rolling mean values.

§See Also

ts_vmean - The version of this function that handles None values.

source

fn ts_mean<O: Vec1<U>, U>(&self, window: usize, min_periods: Option<usize>) -> O
where T: Number, f64: Cast<U>,

Calculates the rolling mean for the vector.

§Arguments
  • window - The size of the rolling window.
  • min_periods - The minimum number of observations in window required to have a value.
  • out - Optional output buffer to store the results.
§Returns

A vector containing the rolling mean values.

§See Also

ts_vmean - The version of this function that handles None values.

source

fn ts_ewm_to<O: Vec1<U>, U>( &self, window: usize, min_periods: Option<usize>, out: Option<O::UninitRefMut<'_>>, ) -> Option<O>
where T: Number, f64: Cast<U>,

Calculates the exponentially weighted moving average for the vector.

§Arguments
  • window - The size of the rolling window.
  • min_periods - The minimum number of observations in window required to have a value.
  • out - Optional output buffer to store the results.
§Returns

A vector containing the exponentially weighted moving average values.

§See Also

ts_vewm - The version of this function that handles None values.

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fn ts_ewm<O: Vec1<U>, U>(&self, window: usize, min_periods: Option<usize>) -> O
where T: Number, f64: Cast<U>,

Calculates the exponentially weighted moving average for the vector.

§Arguments
  • window - The size of the rolling window.
  • min_periods - The minimum number of observations in window required to have a value.
  • out - Optional output buffer to store the results.
§Returns

A vector containing the exponentially weighted moving average values.

§See Also

ts_vewm - The version of this function that handles None values.

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fn ts_wma_to<O: Vec1<U>, U>( &self, window: usize, min_periods: Option<usize>, out: Option<O::UninitRefMut<'_>>, ) -> Option<O>
where T: Number, f64: Cast<U>,

Calculates the weighted moving average for the vector.

§Arguments
  • window - The size of the rolling window.
  • min_periods - The minimum number of observations in window required to have a value.
  • out - Optional output buffer to store the results.
§Returns

A vector containing the weighted moving average values.

§See Also

ts_vwma - The version of this function that handles None values.

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fn ts_wma<O: Vec1<U>, U>(&self, window: usize, min_periods: Option<usize>) -> O
where T: Number, f64: Cast<U>,

Calculates the weighted moving average for the vector.

§Arguments
  • window - The size of the rolling window.
  • min_periods - The minimum number of observations in window required to have a value.
  • out - Optional output buffer to store the results.
§Returns

A vector containing the weighted moving average values.

§See Also

ts_vwma - The version of this function that handles None values.

source

fn ts_std_to<O: Vec1<U>, U>( &self, window: usize, min_periods: Option<usize>, out: Option<O::UninitRefMut<'_>>, ) -> Option<O>
where T: Number, f64: Cast<U>,

Calculates the rolling standard deviation for the vector.

§Arguments
  • window - The size of the rolling window.
  • min_periods - The minimum number of observations in window required to have a value.
  • out - Optional output buffer to store the results.
§Returns

A vector containing the rolling standard deviation values.

§See Also

ts_vstd - The version of this function that handles None values.

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fn ts_std<O: Vec1<U>, U>(&self, window: usize, min_periods: Option<usize>) -> O
where T: Number, f64: Cast<U>,

Calculates the rolling standard deviation for the vector.

§Arguments
  • window - The size of the rolling window.
  • min_periods - The minimum number of observations in window required to have a value.
  • out - Optional output buffer to store the results.
§Returns

A vector containing the rolling standard deviation values.

§See Also

ts_vstd - The version of this function that handles None values.

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fn ts_var_to<O: Vec1<U>, U>( &self, window: usize, min_periods: Option<usize>, out: Option<O::UninitRefMut<'_>>, ) -> Option<O>
where T: Number, f64: Cast<U>,

Calculates the rolling variance for the vector.

§Arguments
  • window - The size of the rolling window.
  • min_periods - The minimum number of observations in window required to have a value.
  • out - Optional output buffer to store the results.
§Returns

A vector containing the rolling variance values.

§See Also

ts_vvar - The version of this function that handles None values.

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fn ts_var<O: Vec1<U>, U>(&self, window: usize, min_periods: Option<usize>) -> O
where T: Number, f64: Cast<U>,

Calculates the rolling variance for the vector.

§Arguments
  • window - The size of the rolling window.
  • min_periods - The minimum number of observations in window required to have a value.
  • out - Optional output buffer to store the results.
§Returns

A vector containing the rolling variance values.

§See Also

ts_vvar - The version of this function that handles None values.

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fn ts_skew_to<O: Vec1<U>, U>( &self, window: usize, min_periods: Option<usize>, out: Option<O::UninitRefMut<'_>>, ) -> Option<O>
where T: Number, f64: Cast<U>,

Calculates the rolling skewness for the vector.

§Arguments
  • window - The size of the rolling window.
  • min_periods - The minimum number of observations in window required to have a value.
  • out - Optional output buffer to store the results.
§Returns

A vector containing the rolling skewness values.

§See Also

ts_vskew - The version of this function that handles None values.

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fn ts_skew<O: Vec1<U>, U>(&self, window: usize, min_periods: Option<usize>) -> O
where T: Number, f64: Cast<U>,

Calculates the rolling skewness for the vector.

§Arguments
  • window - The size of the rolling window.
  • min_periods - The minimum number of observations in window required to have a value.
  • out - Optional output buffer to store the results.
§Returns

A vector containing the rolling skewness values.

§See Also

ts_vskew - The version of this function that handles None values.

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fn ts_kurt_to<O: Vec1<U>, U>( &self, window: usize, min_periods: Option<usize>, out: Option<O::UninitRefMut<'_>>, ) -> Option<O>
where T: Number, f64: Cast<U>,

Calculates the rolling kurtosis for the vector.

§Arguments
  • window - The size of the rolling window.
  • min_periods - The minimum number of observations in window required to have a value.
  • out - Optional output buffer to store the results.
§Returns

A vector containing the rolling kurtosis values.

§See Also

ts_vkurt - The version of this function that handles None values.

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fn ts_kurt<O: Vec1<U>, U>(&self, window: usize, min_periods: Option<usize>) -> O
where T: Number, f64: Cast<U>,

Calculates the rolling kurtosis for the vector.

§Arguments
  • window - The size of the rolling window.
  • min_periods - The minimum number of observations in window required to have a value.
  • out - Optional output buffer to store the results.
§Returns

A vector containing the rolling kurtosis values.

§See Also

ts_vkurt - The version of this function that handles None values.

Object Safety§

This trait is not object safe.

Implementors§

source§

impl<T: Clone, I: Vec1View<T>> RollingFeature<T> for I