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runstats: Fast Computation of Running Statistics for Time Series
Provides methods for fast computation of running sample statistics for time series. These include: (1) mean, (2) standard deviation, and (3) variance over a fixed-length window of time-series, (4) correlation, (5) covariance, and (6) Euclidean distance (L2 norm) between short-time pattern and time-series. Implemented methods utilize Convolution Theorem to compute convolutions via Fast Fourier Transform (FFT).
Getting started
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Package details |
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| Author | Marta Karas [aut, cre] (<https://orcid.org/0000-0001-5889-3970>), Jacek Urbanek [aut] (<https://orcid.org/0000-0002-1890-8899>), John Muschelli [ctb] (<https://orcid.org/0000-0001-6469-1750>), Lacey Etzkorn [ctb] |
| Maintainer | Marta Karas <marta.karass@gmail.com> |
| License | GPL-3 |
| Version | 1.1.0 |
| URL | https://github.com/martakarass/runstats |
| Package repository | View on CRAN |
| Installation |
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