roll: Rolling Statistics

Parallel functions for computing rolling statistics of time-series data.

Author
Jason Foster
Date of publication
2016-09-19 12:38:22
Maintainer
Jason Foster <jason.j.foster@gmail.com>
License
GPL (>= 2)
Version
1.0.6
URLs

View on CRAN

Man pages

roll_cor
Rolling Correlation Matrices
roll_cov
Rolling Covariance Matrices
roll_eigen
Rolling Eigenvalues and Eigenvectors
roll_lm
Rolling Linear Models
roll_mean
Rolling Means
roll_pcr
Rolling Principal Component Regressions
roll_scale
Rolling Scaling and Centering
roll_sd
Rolling Standard Deviations
roll_var
Rolling Variances
roll_vif
Rolling Variance Inflation Factors

Files in this package

roll
roll/src
roll/src/Makevars
roll/src/roll.cpp
roll/src/Makevars.win
roll/src/RcppExports.cpp
roll/NAMESPACE
roll/NEWS.md
roll/R
roll/R/RcppExports.R
roll/R/roll.R
roll/README.md
roll/MD5
roll/DESCRIPTION
roll/man
roll/man/roll_eigen.Rd
roll/man/roll_scale.Rd
roll/man/roll_cov.Rd
roll/man/roll_lm.Rd
roll/man/roll_var.Rd
roll/man/roll_sd.Rd
roll/man/roll_cor.Rd
roll/man/roll_vif.Rd
roll/man/roll_mean.Rd
roll/man/roll_pcr.Rd