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:



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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0.3.0 by Kevin Ushey, 3 years 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 IDF, PAMmisc, Signac, TSS.RESTREND, autoTS, climwin, exdex, fasstr, heatwaveR, highfrequency, irg, lacunaritycovariance, mem, oddstream, sentometrics, tbma, tsensembler, tsfeatures.

Suggested by ChemoSpec2D, dvmisc, recipes.

See at CRAN