Comments (1)
Many thanks for this interesting observation and links, @belm0.
List + bisect sounds like a good first alternative to the skiplist and shouldn't be too difficult to implement (?).
Perhaps if there's demand for increased performance at the window sizes you mention, SortedList can be used. I quite like the fact that rolling has no third-party dependencies yet, but there's no requirement to keep it this way if there's a good reason to use one.
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Related Issues (20)
- Make rolling Mean more numerically stable HOT 1
- Rolling bitwise methods (&, |, XOR) HOT 1
- Rolling window contains function
- Implement rolling argmin/argmax HOT 1
- Handling of NaN HOT 2
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- Exponential weighted moving window statistics HOT 1
- Can the rolling.Apply support multidimensional? HOT 3
- Ability to add data instead of having to pass generators HOT 5
- Performance Comparisons HOT 1
- rolling.Std ValueError: math domain error HOT 4
- pypi release HOT 2
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