fast_avg_sd

This function does not handle NA values

A toolkit implementing the Matrix Profile concept
that was created by CS-UCR
<http://www.cs.ucr.edu/~eamonn/MatrixProfile.html>.

Francisco Bischoff

tsmp

Time Series with Matrix Profile

Michael Yeh

Diego Silva

Yan Zhu

Hoang Dau

Michele Linardi

fast_avg_sd function

<dl><dt>data</dt>
<dd>a <code>vector</code> or a column <code>matrix</code> of <code>numeric</code>.</dd>
<dt>window_size</dt>
<dd>moving sd window size</dd>
<dt>rcpp</dt>
<dd>a <code>logical</code>. Uses rcpp implementation.</dd></dl>

Arguments

Fast implementation of moving average and moving standard deviation — fast_avg_sd

<dl>

<dt>data</dt>
<dd>a <code>vector</code> or a column <code>matrix</code> of <code>numeric</code>.</dd>


<dt>window_size</dt>
<dd>moving sd window size</dd>


<dt>rcpp</dt>
<dd>a <code>logical</code>. Uses rcpp implementation.</dd>

</dl>

fast_avg_sd: Fast implementation of moving average and moving standard deviation

Description

Usage

Value

Arguments