runstats (1.1.0)

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Fast Computation of Running Statistics for Time Series.

Provides methods for fast computation of running sample statistics for time series. These include: (1) mean, (2) standard deviation, and (3) variance over a fixed-length window of time-series, (4) correlation, (5) covariance, and (6) Euclidean distance (L2 norm) between short-time pattern and time-series. Implemented methods utilize Convolution Theorem to compute convolutions via Fast Fourier Transform (FFT).

Maintainer: Marta Karas
Author(s): Marta Karas [aut, cre] (<>), Jacek Urbanek [aut] (<>), John Muschelli [ctb] (<>), Lacey Etzkorn [ctb]

License: GPL-3

Uses: fftwtools, ggplot2, rbenchmark, testthat, knitr, rmarkdown, covr, cowplot, sessioninfo, spelling

Released 21 days ago.

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