Provides fast and efficient routines for common rolling / windowed operations. Routines for the efficient computation of windowed mean, median, sum, product, minimum, maximum, standard deviation and variance are provided.

Documentation

Manual: RcppRoll.pdf
Vignette: None available.

Maintainer: Kevin Ushey <kevinushey at gmail.com>

Author(s): Kevin Ushey

Install package and any missing dependencies by running this line in your R console:

install.packages("RcppRoll")

Depends R (>= 2.15.1)
Imports Rcpp
Suggests zoo, microbenchmark, testthat, RcppArmadillo
Enhances
Linking to Rcpp
Reverse
depends
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imports
climwin, flippant, TSS.RESTREND
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suggests
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enhances
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linking to

Package RcppRoll
Materials
URL
Task Views
Version 0.2.2
Published 2015-04-05
License GPL (>= 2)
BugReports
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks RcppRoll check results
Package source RcppRoll_0.2.2.tar.gz