fast_movsd: Fast implementation of moving standard deviation

View source: R/misc.R

fast_movsdR Documentation

Fast implementation of moving standard deviation

Description

This function does not handle NA values

Usage

fast_movsd(data, window_size, rcpp = FALSE)

Arguments

data

a vector or a column matrix of numeric.

window_size

moving sd window size

rcpp

a logical. Uses rcpp implementation.

Value

Returns a vector with the moving standard deviation

Examples

data_sd <- fast_movsd(mp_toy_data$data[, 1], mp_toy_data$sub_len)

tsmp documentation built on Aug. 21, 2022, 1:13 a.m.