hipdf.core.window.rolling.Rolling.apply

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hipdf.core.window.rolling.Rolling.apply#

21 min read time

Applies to Linux

Rolling.apply(func, *args, **kwargs)#

Calculate the rolling custom aggregation function.

Parameters#

funcfunction

A user defined function that takes an 1D array as input

argstuple

unsupported.

kwargs

unsupported

See Also#

cudf.Series.apply: Apply an elementwise function to

transform the values in the Column.

Notes#

The supported Python features are listed in

https://numba.readthedocs.io/en/stable/cuda/cudapysupported.html

with these exceptions:

  • Math functions in cmath are not supported since libcudf does not have complex number support and output of cmath functions are most likely complex numbers.

  • These five functions in math are not supported since numba generates multiple PTX functions from them:

    • math.sin()

    • math.cos()

    • math.tan()

    • math.gamma()

    • math.lgamma()

  • Series with string dtypes are not supported.

  • Global variables need to be re-defined explicitly inside the udf, as numba considers them to be compile-time constants and there is no known way to obtain value of the global variable.

Examples#

>>> import cudf
>>> def count_if_gt_3(window):
...     count = 0
...     for i in window:
...             if i > 3:
...                     count += 1
...     return count
...
>>> s = cudf.Series([0, 1.1, 5.8, 3.1, 6.2, 2.0, 1.5])
>>> s.rolling(3, min_periods=1).apply(count_if_gt_3)
0    0
1    0
2    1
3    2
4    3
5    2
6    1
dtype: int64
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