Fast, numerically robust computation of weighted moments via 'Rcpp'. Supports computation on vectors and matrices, and Monoidal append of moments. Moments and cumulants over running fixed length windows can be computed, as well as over time-based windows. Moment computations are via a generalization of Welford's method, as described by Bennett et. (2009) <doi:10.1109/CLUSTR.2009.5289161>.
|Author||Steven E. Pav [aut, cre] (<https://orcid.org/0000-0002-4197-6195>)|
|Maintainer||Steven E. Pav <[email protected]>|
|Package repository||View on CRAN|
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