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Provides several efficient functions to calculate common moving (or rolling, running) statistics for both evenly and unevenly spaced time series: moving average, moving median, moving maximum (minimum), and so on. Built on 'C++', these functions are apparently more efficient than those written in a traditional 'R' way and also faster than others using package 'Rcpp'.
Package details 


Author  Pengfei (Leonard) Li 
Maintainer  Pengfei (Leonard) Li <[email protected]> 
License  GPL (>= 2) 
Version  1.0.2 
Package repository  View on CRAN 
Installation 
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