This package 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'.

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RcppMovStat documentation built on Jan. 30, 2018, 5:04 p.m.