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ENH: Add first and last aggregations to Rolling and Expanding #60579

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@snitish snitish commented Dec 16, 2024

@snitish snitish requested a review from WillAyd as a code owner December 16, 2024 04:57
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Thanks for starting this @snitish.

Curious if we even need a Cython function for this? It seems we can replicate this with a take on the original data accounting for min_periods/window size

@mroeschke mroeschke added Enhancement Window rolling, ewma, expanding labels Dec 16, 2024
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snitish commented Dec 16, 2024

@mroeschke would take be able to handle NAs efficiently though? i.e. perform the aggregation in O(N) time as opposed to O(NW) (W = window)

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Feature request: first & last for rolling()
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