Apply functions over windows that advance through data.

WindowedFunctions.jl © 2015-2023 by Jeffrey Sarnoff
in three different ways
optionally specifying
with these data sequences


Capabilities

≺ apply ≻ is one of { rolling, tiling, running }

keywords (optional)

  • padding = nopadding (omit padding) [or use this value]
  • atend = false (pad the start) [true, pad the end]

data sequences

  • as provided
    • ≺ apply ≻(winfn, winwidth, seq)
  • with weights
    • ≺ apply ≻(winfn, winwidth, seq, weights)

data matrix

  • as provided

    • ≺ apply ≻(winfn, winwidth, data_matrix)
  • with shared weights

    • ≺ apply ≻(winfn, winwidth, data_matrix, weights)
  • with unique weights

    • ≺ apply ≻(winfn, winwidth, datamatrix, weightmatrix)

    (each data matrix column is independent – use unary functions)

signature
multisequence≺ apply ≻(fn, width, rest...)
unweightedrest
(seq1, seq2)
(seq1, .., seqN)
shared weightsrest
(seq1, seq2, weights)
(seq1, .., seqN, weights)
unique weightsrest
(seq1, seq2, [weights1, weights2])
(seq1, .., seqN, [weights1, .., weightsN])

(the maximum number of sequences, Nseq = 3)