roll_sd | R Documentation |
Fast rolling standard deviations with aligment using C++/Rcpp.
Additional performance gains can be achieved by skipping increment
values between calculations.
roll_sd(x, n = 7, increment = 1, align = "center")
x |
an R numeric vector |
n |
integer window size |
increment |
integer shift to use when sliding the window to the next location |
align |
window alignment, one of |
The window size n
is interpreted as the full window length.
Setting increment
to a value greater than one will result in NA
s for all skipped-over indices.
The align
parameter determines the alignment of the current index within the window. Thus:
align="left" [*------]
will cause the returned vector to have n-1 NA
values at the right end.
align="center" [---*---]
will cause the returned vector to have (n-1)/2 NA
values at either end.
align="right" [------*]
will cause the returned vector to have n-1 NA
values at the left end.
A vector of rolling standard deviation values of the same length as x
.
For align="center"
, the window size is increased by one if necessary to guarantee an odd window size.
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