runstats

Fast Computation of Running Statistics for Time Series

Provides methods for fast computation of running sample statistics for time series. These include: (1) mean, (2) standard deviation, and (3) variance over a fixed-length window of time-series, (4) correlation, (5) covariance, and (6) Euclidean distance (L2 norm) between short-time pattern and time-series. Implemented methods utilize Convolution Theorem to compute convolutions via Fast Fourier Transform (FFT).

Total

118

Last month

118

Last week

101

Average per day

4

Daily downloads

Total downloads

Description file content

Package
runstats
Type
Package
Title
Fast Computation of Running Statistics for Time Series
Version
1.0.1
Description
Provides methods for fast computation of running sample statistics for time series. These include: (1) mean, (2) standard deviation, and (3) variance over a fixed-length window of time-series, (4) correlation, (5) covariance, and (6) Euclidean distance (L2 norm) between short-time pattern and time-series. Implemented methods utilize Convolution Theorem to compute convolutions via Fast Fourier Transform (FFT).
License
GPL-3
Encoding
UTF-8
LazyData
true
RoxygenNote
6.1.1
URL
BugReports
https://github.com/martakarass/runstats/issues
Suggests
covr, testthat, ggplot2, knitr, rmarkdown, sessioninfo, rbenchmark, cowplot, spelling
VignetteBuilder
knitr
Language
en-US
NeedsCompilation
no
Packaged
2019-03-07 02:59:12 UTC; martakaras
Author
Marta Karas [aut, cre] (), Jacek Urbanek [aut] (), John Muschelli [ctb] ()
Maintainer
Marta Karas
Repository
CRAN
Date/Publication
2019-03-13 14:00:03 UTC

install.packages('runstats')

1.0.1

10 days ago

https://github.com/martakarass/runstats

Marta Karas

GPL-3

Suggests

covr, testthat, ggplot2, knitr, rmarkdown, sessioninfo, rbenchmark, cowplot, spelling

Discussions