roll: Rolling and Expanding Statistics

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

Package details

AuthorJason Foster
MaintainerJason Foster <jason.j.foster@gmail.com>
LicenseGPL (>= 2)
Version1.1.6
URL https://github.com/jjf234/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 July 13, 2020, 5:09 p.m.