Description
Efficient Rolling / Windowed Operations.
Description
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.
README.md
RcppRoll
This package provides windowed-versions of commonly-used mathematical and statistical functions.
Install the latest release from CRAN with:
install.packages("RcppRoll")
Or, install the development version with:
install_github("kevinushey/RcppRoll")