runstats (1.1.0)

Fast Computation of Running Statistics for Time Series.

https://github.com/martakarass/runstats
http://cran.r-project.org/web/packages/runstats

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] (<https://orcid.org/0000-0001-5889-3970>), Jacek Urbanek [aut] (<https://orcid.org/0000-0002-1890-8899>), John Muschelli [ctb] (<https://orcid.org/0000-0001-6469-1750>), Lacey Etzkorn [ctb]

License: GPL-3

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

Released 26 days ago.