RcppRoll v0.3.0

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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.

Readme

RcppRoll

This package provides windowed-versions of commonly-used mathematical and statistical functions.

Install me with devtools:

install_github("kevinushey/RcppRoll")

Functions in RcppRoll

Name Description
RcppRoll-exports RcppRoll
RcppRoll RcppRoll
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Details

Type Package
Date 2018-06-05
License GPL (>= 2)
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
depends R (>= 2.15.1)
imports Rcpp
suggests testthat , zoo
Contributors Kevin Ushey

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