RcppRoll: 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.

Install the latest version of this package by entering the following in R:
install.packages("RcppRoll")
AuthorKevin Ushey
Date of publication2015-04-05 01:21:30
MaintainerKevin Ushey <kevinushey@gmail.com>
LicenseGPL (>= 2)
Version0.2.2

View on CRAN

Functions

get_rollit_source Man page
RcppRoll Man page
RcppRoll-exports Man page
RcppRoll-package Man page
rollit Man page
rollit_example Man page
rollit_raw Man page
roll_max Man page
roll_maxl Man page
roll_maxr Man page
roll_mean Man page
roll_meanl Man page
roll_meanr Man page
roll_median Man page
roll_medianl Man page
roll_medianr Man page
roll_min Man page
roll_minl Man page
roll_minr Man page
roll_prod Man page
roll_prodl Man page
roll_prodr Man page
roll_sd Man page
roll_sdl Man page
roll_sdr Man page
roll_sum Man page
roll_suml Man page
roll_sumr Man page
roll_var Man page
roll_varl Man page
roll_varr Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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