Rolling Apply & Multi-Aggregation

1. rollingApply — Custom Function Per Window

Apply any aggregation function to each rolling window. The function receives the valid (non-null, non-NaN) numeric values in the window and must return a single number.

Options

2. rollingAgg — Multiple Aggregations at Once

Apply several named aggregation functions in a single pass over a Series, returning a DataFrame where each column holds one aggregation result.

3. dataFrameRollingApply — Apply Per Column

Apply a single custom function independently to each column of a DataFrame, returning a new DataFrame of the same shape.

4. dataFrameRollingAgg — Multi-Agg Per Column

Apply multiple named aggregation functions to every column of a DataFrame. The result has columns named {originalColumn}_{aggName}.

Use case: Bollinger Band width