Parallel functions for computing rolling statistics of time-series data.

Documentation

Manual: roll.pdf
Vignette: None available.

Maintainer: Jason Foster <jason.j.foster at gmail.com>

Author(s): Jason Foster

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

install.packages("roll")

Depends
Imports Rcpp, RcppParallel
Suggests
Enhances
Linking to Rcpp, RcppArmadillo, RcppParallel
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Package roll
Materials
URL https://github.com/jjf234/roll
Task Views TimeSeries
Version 1.0.6
Published 2016-09-19
License GPL (>= 2)
BugReports https://github.com/jjf234/roll/issues
SystemRequirements GNU make, C++11
NeedsCompilation yes
Citation
CRAN checks roll check results
Package source roll_1.0.6.tar.gz