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, 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, flippant, heatwaveR, irg, mem, recipes, sentometrics, tsfeatures.

Suggested by dvmisc.

See at CRAN