rolling

rolling

The rolling module provides rolling-window aggregations and a first-order linear recurrence helper. All implementations route through dedicated intrinsics for performance.

Import

use std::core::utils::rolling

Windowed Aggregations

Each rolling function takes a numeric series and a window period, and returns a windowed output of the same shape.

Function	Description
rolling_sum(series, period)	Rolling sum over a fixed-size window
rolling_mean(series, period)	Rolling arithmetic mean
rolling_std(series, period)	Rolling standard deviation
rolling_variance(series, period)	Rolling variance (= rolling_std^2)

use std::core::utils::rolling

let prices = [100.0, 101.0, 102.5, 101.8, 103.0, 104.2]
let sma_3 = rolling::rolling_mean(prices, 3)
let std_3 = rolling::rolling_std(prices, 3)

Linear Recurrence

rolling::linear_recurrence(input, decay: number, initial_value: number) -> Array<number>

Apply a first-order linear recurrence across input:

y[t] = y[t-1] * decay + input[t]

This is the kernel under exponential moving averages, IIR low-pass filters, and many other smoothing schemes.

use std::core::utils::rolling

let signal = [1.0, 0.0, 0.0, 0.0, 1.0, 0.0, 0.0]
let smoothed = rolling::linear_recurrence(signal, 0.9, 0.0)

See Also

• math — one-shot aggregates (sum, mean, std, variance)
• finance — sma / ema indicators built on top of rolling kernels