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.

Getting started

Package details

AuthorKevin Ushey
MaintainerKevin Ushey <[email protected]>
LicenseGPL (>= 2)
Version0.3.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RcppRoll")

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RcppRoll documentation built on June 6, 2018, 1:06 a.m.