Prototyped support for "partial" and parallelism to rollapply.xts
Hi Ivan, Thanks for the contributions! Did you happen to test the partial=TRUE output versus rollapply.zoo? Also, can you share your use case for running rollapply in parallel? Best, Josh On Fri, Dec 19, 2014 at 11:05 PM, Ivan Popivanov
<ivan.popivanov at gmail.com> wrote:
I needed these two features, and thought they might be useful in general, so I spent some extra time implementing them on top xts, see the attachments. Not sure whether I managed to cover all cases, but it should be a solid start if you decide adding them to the package. Note: Only the Unix form of parallelism (mclapply from parallel) is supported, but that's mainly for expedience. Adding support for parSapply is feasible, but it usually leads to more cumbersome interfaces. Regards, Ivan
Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com