Description
This function implements a rolling sum with C++/Rcpp.Usage
roll_sum(x, n, by.column = TRUE, weights = rep(1, n),
normalize = FALSE)Arguments
x
An Robject of form: numeric vector, numeric
matrix.
n
integer; the window / subset size to roll over.
by.column
boolean; if TRUE we loop over
columns, otherwise we loop over rows.
weights
A numeric vector of weights of same length
as n.
normalize
boolean; if TRUE, we normalize
the weight of vectors supplied.