For each row k, sums the raw code values over rows
[max(0, k - window_size + 1), k]. Returns a matrix of the same
shape as codes. window_size <= 0 is treated as 1
(current row only).
Usage
rolling_window_sum(codes, window_size = 1L)
Arguments
- codes
Numeric matrix (rows = observations, cols = codes)
- window_size
Number of rows to look back (default 1)
Value
Numeric matrix (same dimensions as codes)