RcppMovStat (1.0.2)

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Fast Moving Statistics Calculation.


Provides several efficient functions to calculate common moving (or rolling, running) statistics for both evenly and unevenly spaced time series: moving average, moving median, moving maximum (minimum), and so on. Built on 'C++', these functions are apparently more efficient than those written in a traditional 'R' way and also faster than others using package 'Rcpp'.

Maintainer: Pengfei (Leonard) Li
Author(s): Pengfei (Leonard) Li

License: GPL (>= 2)

Uses: Rcpp, caTools, zoo

Released almost 2 years ago.



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