RcppRoll

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.

Tests Vignettes

Dependencies

Imports/Depends/LinkingTo/Enhances (3)
  • R
  • Rcpp
  • Rcpp
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  • zoo
  • testthat
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