fromo: Fast Robust Moments

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>.

Package details

AuthorSteven E. Pav [aut, cre] (<>)
MaintainerSteven E. Pav <[email protected]>
Package repositoryView on CRAN
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fromo documentation built on Jan. 30, 2019, 9:04 a.m.