Message-ID: <CAPPM_gQPDnTKs6ona6pgu+bf-LQUynhYKJfhYNZA8anmG_fMaA@mail.gmail.com>
Date: 2014-12-21T21:21:46Z
From: Joshua Ulrich
Subject: Prototyped support for "partial" and parallelism to rollapply.xts
In-Reply-To: <CAK7-yAjQ1Hmxpqwp9ONvwcbC3bdYraRRTvmyiyX3vV7EvCXXoA@mail.gmail.com>
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