This package implements a number of 'roll'-ing functions for R vectors and matrices.
When the package is compiled with OpenMP support, the rolling
window computations are parallelized across threads. By default, the
number of threads is chosen by the OpenMP runtime (typically
controlled through the OMP_NUM_THREADS environment variable);
it can be set explicitly with options(RcppRoll.threads = <n>),
and parallelization can be disabled with
options(RcppRoll.threads = 1). Small inputs are always computed
serially, and results are identical whatever the number of threads --
including on builds without OpenMP support at all.
Use roll_threads() to check how many threads are in use,
or whether the installed package has OpenMP support at all. The
package also reports this when attached; suppress that message with
options(RcppRoll.quiet = TRUE).
Maintainer: Kevin Ushey kevinushey@gmail.com
Currently, the exported functions are:
roll_max
roll_mean
roll_median
roll_min
roll_prod
roll_sd
roll_sum
roll_var
Useful links: