OK - so you want to apply different window spans for different elements of a and the spans should come from b? Then I think RollingFunctions.jl does not have it implemented currently. @JeffreySarnoff probably can confirm this.
Currently probably the simplest thing is to either:
- write a custom code (this will be most efficient)
or - compute several vectors with different fixed rolling windows and then for each element of the output pick the value from the correct vector (this would work if you have only a few values of window size - but it is a workaround)