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Add cum_count(), cum_avg() , and cum_std() to update_by() #4424

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alexpeters1208 opened this issue Aug 31, 2023 · 2 comments
Open

Add cum_count(), cum_avg() , and cum_std() to update_by() #4424

alexpeters1208 opened this issue Aug 31, 2023 · 2 comments
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@alexpeters1208
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alexpeters1208 commented Aug 31, 2023

Given that we offer exponential weighted average and std, and rolling count, avg, and std for update_by(), I think it's reasonable to support cum_count(), cum_avg(), and cum_std(). These are natural things to want to compute, and I'm having a tough time computing them by composing existing operations.

Here is the gap in cumulative/rolling operations compared to Numerics.java array operations:

  • count (cumulative, rolling already exists)
  • avg (cumulative, rolling already exists)
  • count_neg, count_pos, count_zero (can implement using modification to CumSpec)
  • abs_avg
  • std (cumulative, rolling already exists)
  • wstd
  • var
  • wvar
  • cov
  • cor
  • ste
  • wste
  • tstat
  • wtstat
  • median
  • percentile
@lbooker42
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A review of Numerics.ftl/Numerics.java might uncover other functionality gaps.

@chipkent
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Other count operations like count_null, count_nan, etc. would be useful.

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