NEWS.md

In boennecd/rollRegres: Fast Rolling and Expanding Window Linear Regression

rollRegres 0.1.4

• added missing char array length arguments to Fortran calls.
• fix an issue with the group argument when the first group(s) is ignored there is a "hole" in the subsequent window. This previously caused a crash.

rollRegres 0.1.3

• added ORCID and used rng = false in Rcpp::export attributes will have reduced the computation time.

rollRegres 0.1.2

• the c++ code has been re-written. It now does essentially as described in the LINPACK user guide chapter 8 and 9. This is faster and more precise.

rollRegres 0.1.1

• handle data sets with gaps
• add the option to require a minimum number of observations in a window
• output with groups have changed such that the first window max grp value will have at least width - 1L distance from min(grp) in roll_regres and roll_regres.fit

boennecd/rollRegres documentation built on May 11, 2022, 4:13 p.m.