Efficient Rolling / Windowed Operations

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.


This package provides windowed-versions of commonly-used mathematical and statistical functions.

Install me with devtools:

install_github("kevinushey/RcppRoll")

News

RcppRoll 0.3.0

  • Properly document the align argument -- the function accepts "center" rather than "middle". (#28)

  • Fixed an issue where empty fills were not handled correctly.

  • The interface has now been standardized such that each implemented window function has version center-aligned by default (e.g. roll_mean()), a left-aligned version (roll_meanl()), and right-aligned version (roll_meanr()).

  • Implement rolling window functions for mean(), median(), min(), max(), prod(), sum(), sd() and var().

Reference manual

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install.packages("RcppRoll")

0.3.0 by Kevin Ushey, a year ago


Browse source code at https://github.com/cran/RcppRoll


Authors: Kevin Ushey


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp

Suggests zoo, testthat

Linking to Rcpp


Imported by TSS.RESTREND, climwin, exdex, flippant, heatwaveR, highfrequency, irg, lacunaritycovariance, mem, sentometrics, tsensembler, tsfeatures.

Suggested by ChemoSpec2D, dvmisc, recipes.


See at CRAN