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* add test and initial function for mdape in R * Add separate rolling_median_func and tests * Modify rolling median function * fix syntax in rolling median function * sort by h * R/diagnostics.R * update .rd docs and notebook * Add mdape to performance metrics params docstring
27 lines
749 B
R
27 lines
749 B
R
% Generated by roxygen2: do not edit by hand
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% Please edit documentation in R/diagnostics.R
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\name{rolling_median_by_h}
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\alias{rolling_median_by_h}
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\title{Compute a rolling median of x, after first aggregating by h}
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\usage{
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rolling_median_by_h(x, h, w, name)
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}
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\arguments{
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\item{x}{Array.}
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\item{h}{Array of horizon for each value in x.}
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\item{w}{Integer window size (number of elements).}
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\item{name}{String name for metric in result dataframe.}
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}
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\value{
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Dataframe with columns horizon and name, the rolling median of x.
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}
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\description{
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Right-aligned. Computes a single median for each unique value of h. Each median
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is over at least w samples.
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}
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\details{
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For each h where there are fewer than w samples, we take samples from the previous h,
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}
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