these are the three foundational forms that roll

rolling(window_func, datavec, window_span)

rolling(window_func, datavec, window_span; padding)

rolling(window_func, datavec, window_span; padding, padlast)

enhanced forms allow 2, 3, or 4 distinct data vectors

  • they support summarizing functions that take 2, 3, or 4 args
rolling(window_func, datavec1, datavec2, window_span)

rolling(window_func, datavec1, datavec2, datavec3, window_span; padding)

rolling(window_func, datavec1, datavec2, datavec3, datavec4, window_span; padding, padlast)

given a matrix, the function is applied to each column

  • a corresponding matrix is returned
rolling(window_func, datamat, window_span)

rolling(window_func, datamat, window_span; padding)

rolling(window_func, datamat, window_span; padding, padlast)