new rolling functions: min and prod (#7299)

Author: jangorecki

NAMESPACE

@@ -55,6 +55,8 @@ S3method(rollup, data.table)
 export(frollmean)
 export(frollsum)
 export(frollmax)
+export(frollmin)
+export(frollprod)
 export(frollapply)
 export(frolladapt)
 export(nafill)

NEWS.md

@@ -246,6 +246,8 @@
     #9: 2025-09-22     9         8           9.0
     ```
 
+19. New rolling functions, `frollmin` and `frollprod`, have been implemented, towards [#2778](https://github.com/Rdatatable/data.table/issues/2778). Thanks to @jangorecki for implementation.
+
 ### BUG FIXES
 
 1. `fread()` no longer warns on certain systems on R 4.5.0+ where the file owner can't be resolved, [#6918](https://github.com/Rdatatable/data.table/issues/6918). Thanks @ProfFancyPants for the report and PR.

R/froll.R

@@ -209,3 +209,9 @@ frollsum = function(x, n, fill=NA, algo=c("fast","exact"), align=c("right","left
 frollmax = function(x, n, fill=NA, algo=c("fast","exact"), align=c("right","left","center"), na.rm=FALSE, has.nf=NA, adaptive=FALSE, partial=FALSE, give.names=FALSE, hasNA) {
   froll(fun="max", x=x, n=n, fill=fill, algo=algo, align=align, na.rm=na.rm, has.nf=has.nf, adaptive=adaptive, partial=partial, hasNA=hasNA, give.names=give.names)
 }
+frollmin = function(x, n, fill=NA, algo=c("fast","exact"), align=c("right","left","center"), na.rm=FALSE, has.nf=NA, adaptive=FALSE, partial=FALSE, give.names=FALSE, hasNA) {
+  froll(fun="min", x=x, n=n, fill=fill, algo=algo, align=align, na.rm=na.rm, has.nf=has.nf, adaptive=adaptive, partial=partial, hasNA=hasNA, give.names=give.names)
+}
+frollprod = function(x, n, fill=NA, algo=c("fast","exact"), align=c("right","left","center"), na.rm=FALSE, has.nf=NA, adaptive=FALSE, partial=FALSE, give.names=FALSE, hasNA) {
+  froll(fun="prod", x=x, n=n, fill=fill, algo=algo, align=align, na.rm=na.rm, has.nf=has.nf, adaptive=adaptive, partial=partial, hasNA=hasNA, give.names=give.names)
+}

inst/tests/froll.Rraw

@@ -7,10 +7,14 @@
 \alias{frollmean}
 \alias{frollsum}
 \alias{frollmax}
+\alias{frollmin}
+\alias{frollprod}
 \alias{roll}
 \alias{rollmean}
 \alias{rollsum}
 \alias{rollmax}
+\alias{rollmin}
+\alias{rollprod}
 \title{Rolling functions}
 \description{
   Fast rolling functions to calculate aggregates on a sliding window. For a user-defined rolling function see \code{\link{frollapply}}. For "time-aware" (irregularly spaced time series) rolling function see \code{\link{frolladapt}}.
@@ -22,6 +26,10 @@
     na.rm=FALSE, has.nf=NA, adaptive=FALSE, partial=FALSE, give.names=FALSE, hasNA)
   frollmax(x, n, fill=NA, algo=c("fast","exact"), align=c("right","left","center"),
     na.rm=FALSE, has.nf=NA, adaptive=FALSE, partial=FALSE, give.names=FALSE, hasNA)
+  frollmin(x, n, fill=NA, algo=c("fast","exact"), align=c("right","left","center"),
+    na.rm=FALSE, has.nf=NA, adaptive=FALSE, partial=FALSE, give.names=FALSE, hasNA)
+  frollprod(x, n, fill=NA, algo=c("fast","exact"), align=c("right","left","center"),
+    na.rm=FALSE, has.nf=NA, adaptive=FALSE, partial=FALSE, give.names=FALSE, hasNA)
 }
 \arguments{
   \item{x}{ Integer, numeric or logical vector, coerced to numeric, on which sliding window calculates an aggregate function. It supports vectorized input, then it needs to be a \code{data.table}, \code{data.frame} or a \code{list}, in which case a rolling function is applied to each column/vector. }
@@ -73,8 +81,8 @@
     \item \code{has.nf=TRUE} uses non-finite aware implementation straightaway.
     \item \code{has.nf=FALSE} uses faster implementation that does not support non-finite values. Then depending on the rolling function it will either:
     \itemize{
-      \item (\emph{mean, sum}) detect non-finite, re-run non-finite aware.
-      \item (\emph{max}) does not detect non-finites and may silently give incorrect answer.
+      \item (\emph{mean, sum, prod}) detect non-finite, re-run non-finite aware.
+      \item (\emph{max, min}) does not detect non-finites and may silently give incorrect answer.
     }
     In general \code{has.nf=FALSE && any(!is.finite(x))} should be considered as undefined behavior. Therefore \code{has.nf=FALSE} should be used with care.
   }
@@ -84,8 +92,8 @@
   \itemize{
     \item \code{algo="fast"} uses \emph{"on-line"}, single pass, algorithm.
     \itemize{
-      \item \emph{max} rolling function will not do only a single pass but, on average \code{length(x)/n}, nested loops will be computed. The bigger the window the bigger advantage over algo \emph{exact} which computes \code{length(x)} nested loops. Note that \emph{exact} uses multiple CPUs so for a small window size and many CPUs it is possible it will be actually faster than \emph{fast} but in those cases elapsed timings will likely be far below a single second.
-      \item Not all functions have \emph{fast} implementation available. As of now \emph{max} and \code{adaptive=TRUE} does not have, therefore it will automatically fall back to \emph{exact} implementation. \code{datatable.verbose} option can be used to check that.
+      \item \emph{max} and \emph{min} rolling function will not do only a single pass but, on average \code{length(x)/n}, nested loops will be computed. The bigger the window the bigger advantage over algo \emph{exact} which computes \code{length(x)} nested loops. Note that \emph{exact} uses multiple CPUs so for a small window size and many CPUs it is possible it will be actually faster than \emph{fast} but in those cases elapsed timings will likely be far below a single second.
+      \item Not all functions have \emph{fast} implementation available. As of now \emph{max} and \emph{min} in case of \code{adaptive=TRUE} do not have \emph{fast} implementation, therefore it will automatically fall back to \emph{exact} implementation. \code{datatable.verbose} option can be used to check that.
     }
     \item \code{algo="exact"} will make rolling functions to use a more computationally-intensive algorithm. For each observation from input vector it will compute a function on a window from scratch (complexity \eqn{O(n^2)}).
     \itemize{
@@ -139,11 +147,11 @@ frollmean(d[, .(V1)], c(3, 4))
 frollmean(d, c(3, 4))
 ## three calls above will use multiple cores when available
 
-# frollsum
+# other functions
 frollsum(d, 3:4)
-
-# frollmax
 frollmax(d, 3:4)
+frollmin(d, 3:4)
+frollprod(d, 3:4)
 
 # partial=TRUE
 x = 1:6/2

man/froll.Rd

@@ -224,7 +224,9 @@ void avoid_openmp_hang_within_fork(void);
 typedef enum { // adding rolling functions here and in frollfunR in frollR.c
   MEAN = 0,
   SUM = 1,
-  MAX = 2
+  MAX = 2,
+  MIN = 3,
+  PROD = 4
 } rollfun_t;
 // froll.c
 void frollfun(rollfun_t rfun, unsigned int algo, double *x, uint64_t nx, ans_t *ans, int k, int align, double fill, bool narm, int hasnf, bool verbose);
@@ -234,6 +236,10 @@ void frollsumFast(double *x, uint64_t nx, ans_t *ans, int k, double fill, bool n
 void frollsumExact(double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose);
 void frollmaxFast(double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose);
 void frollmaxExact(double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose);
+void frollminFast(double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose);
+void frollminExact(double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose);
+void frollprodFast(double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose);
+void frollprodExact(double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose);
 
 // frolladaptive.c
 void frolladaptivefun(rollfun_t rfun, unsigned int algo, double *x, uint64_t nx, ans_t *ans, int *k, double fill, bool narm, int hasnf, bool verbose);
@@ -243,6 +249,10 @@ void frolladaptivesumFast(double *x, uint64_t nx, ans_t *ans, int *k, double fil
 void frolladaptivesumExact(double *x, uint64_t nx, ans_t *ans, int *k, double fill, bool narm, int hasnf, bool verbose);
 //void frolladaptivemaxFast(double *x, uint64_t nx, ans_t *ans, int *k, double fill, bool narm, int hasnf, bool verbose); // does not exists as of now
 void frolladaptivemaxExact(double *x, uint64_t nx, ans_t *ans, int *k, double fill, bool narm, int hasnf, bool verbose);
+//void frolladaptiveminFast(double *x, uint64_t nx, ans_t *ans, int *k, double fill, bool narm, int hasnf, bool verbose); // does not exists as of now
+void frolladaptiveminExact(double *x, uint64_t nx, ans_t *ans, int *k, double fill, bool narm, int hasnf, bool verbose);
+void frolladaptiveprodFast(double *x, uint64_t nx, ans_t *ans, int *k, double fill, bool narm, int hasnf, bool verbose);
+void frolladaptiveprodExact(double *x, uint64_t nx, ans_t *ans, int *k, double fill, bool narm, int hasnf, bool verbose);
 
 // frollR.c
 SEXP frollfunR(SEXP fun, SEXP xobj, SEXP kobj, SEXP fill, SEXP algo, SEXP align, SEXP narm, SEXP hasnf, SEXP adaptive);