Class: Arrow::RollingWindow
- Inherits:
-
Object
- Object
- Arrow::RollingWindow
- Defined in:
- lib/arrow/rolling-window.rb
Overview
Experimental
TODO: Almost codes should be implemented in Apache Arrow C++.
Instance Method Summary collapse
-
#initialize(table, size) ⇒ RollingWindow
constructor
A new instance of RollingWindow.
- #lag(key, diff: 1) ⇒ Object
Constructor Details
#initialize(table, size) ⇒ RollingWindow
Returns a new instance of RollingWindow.
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# File 'lib/arrow/rolling-window.rb', line 23 def initialize(table, size) @table = table @size = size end |
Instance Method Details
#lag(key, diff: 1) ⇒ Object
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# File 'lib/arrow/rolling-window.rb', line 28 def lag(key, diff: 1) column = @table[key] if @size windows = column.each_slice(@size) else windows = column end lag_values = [nil] * diff windows.each_cons(diff + 1) do |values| target = values[0] current = values[1] if target.nil? or current.nil? lag_values << nil else lag_values << current - target end end ArrayBuilder.build(lag_values) end |