NEWS: News for package 'fromo':

In shabbychef/fromo: Fast Robust Moments

News for package 'fromo':

Description

News for package 'fromo'

Version 0.2.4 (2024-11-29)

• adding running correlation, covariance, regression coefficients.

• adding t-running correlation, covariance, regression coefficients.

Version 0.2.3 (2024-11-07)

• adding flag and checking for negative even moments due to roundoff.

• fixing divide by zero which would corrupt results when input was constant.

Version 0.2.2 (2024-11-03)

• fix t_running_sum and others to act as documented when variable_win is flagged.

Version 0.2.1 (2019-01-29)

• fix memory leak for case where the mean only need be computed via a Welford object.

Version 0.2.0 (2019-01-12)

• add std_cumulants

• add running_sum, running_mean.

• Kahan compensated summation for these.

• Welford object under the hood.

• add weighted moments computation.

• add time-based running window computations.

• some speedups for obviously fast cases: no checking of NA, etc.

• move github figures to location CRAN understands.

Version 0.1.3 (2016-04-04)

• submit to CRAN

Initial Version 0.1.0 (2016-03-25)

• start work

shabbychef/fromo documentation built on Dec. 3, 2024, 6:15 a.m.