roll: Rolling and Expanding Statistics

Fast and efficient computation of rolling and expanding statistics for time-series data.

Package details

AuthorJason Foster [aut, cre]
MaintainerJason Foster <jason.j.foster@gmail.com>
LicenseGPL (>= 2)
Version1.2.0
URL https://github.com/jasonjfoster/roll
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("roll")

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roll documentation built on Aug. 22, 2025, 5:16 p.m.