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matsueushi/rollingwindow.jl

Created April 7, 2019 14:08
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rollingwindow.jl
function rolling(fun::Function, x::AbstractArray{T}, window::Int) where {T <: Real}
[fun(view(x, i:i + window - 1)) for i = 1:length(x) - window + 1]
end
println(rolling(sum, [1, 2, 3, 4, 5], 2)) # [3, 5, 7, 9]
println(rolling(sum, [1, 2, 3, 4, 5], 3)) # [6, 9, 12]
println(rolling(prod, [1, 2, 3, 4, 5], 3)) # [6, 24, 60]
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