You may pad the result with the value of your choice
padding is a keyword argument
- if you assign e.g. padding = missing, the result will be padded
- you may pad using any defined value and all types except Nothing
- example pads(missing, 0, nothing, NaN, '∅', AbstractString)
using RollingFunctions
𝐷𝑎𝑡𝑎₁ = [1, 2, 3, 4, 5]
𝐷𝑎𝑡𝑎₂ = [5, 4, 3, 2, 1]
𝐹𝑢𝑛𝑐 = cov
𝑆𝑝𝑎𝑛 = 3
result = rolling(𝐹𝑢𝑛𝑐, 𝐷𝑎𝑡𝑎₁, 𝐷𝑎𝑡𝑎₂, 𝑆𝑝𝑎𝑛; padding = zero(eltype(𝑀)))
#=
julia> result
5 element Vector {Float64}:
0.0
0.0
-1.0
-1.0
-1.0
=#
Give me the real values first, pad to the end.
result = rolling(𝐹𝑢𝑛𝑐, 𝐷𝑎𝑡𝑎₁, 𝐷𝑎𝑡𝑎₂, 𝑆𝑝𝑎𝑛; padding = missing, padlast=true)
#=
5 element Vector {Float64}:
-1.0
-1.0
-1.0
missing
missing
=#
technical aside: this is not the same as reverse(rolling(𝐹𝑢𝑛𝑐,𝐷𝑎𝑡𝑎₁, 𝐷𝑎𝑡𝑎₂, 𝑆𝑝𝑎𝑛; padding = missing).