corr and ewm

[fl4p-old]

Would be nice to have more Pandas rolling window functions in streamz.

I implemented rolling correlation and exponential weighted window. The EWM uses a cut-off threshold for finite window sizes.

Is there interest in a PR of either?

[mrocklin]

In principle yes, PRs for that functionality sounds great. As always there are other concerns about code complexity, cohesion with the current codebase and such, but assuming that things fit in well those features would be great to have.

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On Mon, Jan 21, 2019 at 8:31 AM fl4p ***@***.***> wrote: Would be nice to have more Pandas rolling window functions in streamz. I implemented rolling correlation and exponential weighted window. The EWM uses a cut-off threshold for finite window sizes. Is there interest in a PR of either? — You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GitHub <#220>, or mute the thread <https://github.com/notifications/unsubscribe-auth/AASszEVCKZdevbIJCr7fZi6Gp4pGKT4-ks5vFetSgaJpZM4aLKTn> .

[jdye64]

Late to the game here but corr would be exceptionally awesome for me in my case!

[pkuphenix]

Would be nice to have more Pandas rolling window functions in streamz.

I implemented rolling correlation and exponential weighted window. The EWM uses a cut-off threshold for finite window sizes.

Is there interest in a PR of either?

Will you share the implementation?