RcppRoll

Efficient Rolling / Windowed Operations

Provides fast and efficient routines for common rolling / windowed operations. Routines for the efficient computation of windowed mean, median, sum, product, minimum, maximum, standard deviation and variance are provided.

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Description file content

Package
RcppRoll
Type
Package
Title
Efficient Rolling / Windowed Operations
Version
0.3.0
Date
2018-06-05
Author
Kevin Ushey
Maintainer
Kevin Ushey
Description
Provides fast and efficient routines for common rolling / windowed operations. Routines for the efficient computation of windowed mean, median, sum, product, minimum, maximum, standard deviation and variance are provided.
License
GPL (>= 2)
Depends
R (>= 2.15.1)
Suggests
zoo, testthat
Imports
Rcpp
LinkingTo
Rcpp
RoxygenNote
6.0.1
NeedsCompilation
yes
Packaged
2018-06-05 17:45:24 UTC; kevin
Repository
CRAN
Date/Publication
2018-06-05 18:35:35 UTC

install.packages('RcppRoll')

0.3.0

18 days ago

Kevin Ushey

GPL (>= 2)

Depends on

R (>= 2.15.1)

Imports

Rcpp

Suggests

zoo, testthat

Discussions