[Backfill corrections] Efficient date handling and rolling averages #1807
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@korlaxxalrok This is ready to merge |
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@krivard This is ready to merge |
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Description
Various changes to make modeling/predicting faster. The main changes are:
time_value,issue_date) in string format. Explicitly convert to date when required. This reduces the (large) number of implicit date-to-string conversions happening in other functions.zoo::rollmeanrwithRcppRoll::roll_meanfor speed. Unlike most other fast rolling average functions available in R (e.g.stats::filter),RcppRoll::roll_meanuses the same more-precise method aszoo; the speedup is only because the new function is implemented in C++.Modeling with these changes is 20% faster than after #1802 changes and 33% faster overall. The test example is smaller than what would be used in production.