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Implement cov
, corr
, rolling_cov
, rolling_corr
#351
Conversation
Merge branch 'main' into stat_funcs # Conflicts: # src/rust/src/lazy/dsl.rs
Thank you for implementing these. We should avoid using extendr-internal conversion via
My aim is to centralize what it means to take a type like ...otherwise when robj_to! rarely is not possible, you can use pl$cov = function(a,b) {
result(
pl_cov(wrap_e(a,str_as_lit = FALSE),wrap_e(b, str_as_lit = FALSE))
) |> unwrap("in pl_cov")
}
Now robj_to!( |
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add unit test which compares to equivalents in R see e.g. "pl$std pl$var" -test . You may use something from data.table
to test expected rolling behavior. It is not uncommon there is a difference in behavior. If it is a bug in rust-polars (it happens) we can write a PR to them, or otherwise explain in docs when/why polars is behaving different than plain R.
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Looks very good to me. Many thanks :)
#204