rolling_mean_by_h: Compute a rolling mean of x, after first aggregating by h
Description
Right-aligned. Computes a single mean for each unique value of h. Each mean
is over at least w samples.
Usage
rolling_mean_by_h(x, h, w, name)
Arguments
h
Array of horizon for each value in x.
w
Integer window size (number of elements).
name
String name for metric in result dataframe.
Value
Dataframe with columns horizon and name, the rolling mean of x.