fromo-NEWS

Fast, numerically robust computation of weighted moments via 'Rcpp'.
Supports computation on vectors and matrices, and Monoidal append of moments.
Moments and cumulants over running fixed length windows can be computed,
as well as over time-based windows.
Moment computations are via a generalization of Welford's method, as described
by Bennett et. (2009) <doi:10.1109/CLUSTR.2009.5289161>.

Steven E. Pav

fromo

Fast Robust Moments

fromo-NEWS function

<ul>
<li>adding running correlation, covariance, regression coefficients.</li>
<li>adding t-running correlation, covariance, regression coefficients.</li>
</ul>

<a href="https://github.com/shabbychef/fromo"></a> Version 0.2.4 (2024-11-29)

<ul>
<li>adding flag and checking for negative even moments due to roundoff.</li>
<li>fixing divide by zero which would corrupt results when input was constant.</li>
</ul>

<a href="https://github.com/shabbychef/fromo"></a> Version 0.2.3 (2024-11-07)

<ul>
<li>fix <code>t_running_sum</code> and others to act as documented when
<code>variable_win</code> is flagged.</li>
</ul>

<a href="https://github.com/shabbychef/fromo"></a> Version 0.2.2 (2024-11-03)

<ul>
<li>fix memory leak for case where the mean only need be computed via a Welford object.</li>
</ul>

<a href="https://github.com/shabbychef/fromo"></a> Version 0.2.1 (2019-01-29)

<ul>
<li>add <code>std_cumulants</code></li>
<li>add <code>running_sum</code>, <code>running_mean</code>.</li>
<li>Kahan compensated summation for these.</li>
<li>Welford object under the hood.</li>
<li>add weighted moments computation.</li>
<li>add time-based running window computations.</li>
<li>some speedups for obviously fast cases: no checking of NA, etc.</li>
<li>move github figures to location CRAN understands.</li>
</ul>

<a href="https://github.com/shabbychef/fromo"></a> Version 0.2.0 (2019-01-12)

<ul>
<li>submit to CRAN</li>
</ul>

<a href="https://github.com/shabbychef/fromo"></a> Version 0.1.3 (2016-04-04)

<ul>
<li>start work</li>
</ul>

<a href="https://github.com/shabbychef/fromo"></a> Initial Version 0.1.0 (2016-03-25)

News for package 'fromo': — fromo-NEWS

<ul>
<li>adding running correlation, covariance, regression coefficients.</li>
<li>adding t-running correlation, covariance, regression coefficients.</li>
</ul>

<a href='https://github.com/shabbychef/fromo'></a> Version 0.2.4 (2024-11-29)

<ul>
<li>adding flag and checking for negative even moments due to roundoff.</li>
<li>fixing divide by zero which would corrupt results when input was constant.</li>
</ul>

<a href='https://github.com/shabbychef/fromo'></a> Version 0.2.3 (2024-11-07)

<ul>
<li>fix <code>t_running_sum</code> and others to act as documented when
<code>variable_win</code> is flagged.</li>
</ul>

<a href='https://github.com/shabbychef/fromo'></a> Version 0.2.2 (2024-11-03)

<ul>
<li>fix memory leak for case where the mean only need be computed via a Welford object.</li>
</ul>

<a href='https://github.com/shabbychef/fromo'></a> Version 0.2.1 (2019-01-29)

<ul>
<li>add <code>std_cumulants</code></li>
<li>add <code>running_sum</code>, <code>running_mean</code>.</li>
<li>Kahan compensated summation for these.</li>
<li>Welford object under the hood.</li>
<li>add weighted moments computation.</li>
<li>add time-based running window computations.</li>
<li>some speedups for obviously fast cases: no checking of NA, etc.</li>
<li>move github figures to location CRAN understands.</li>
</ul>

<a href='https://github.com/shabbychef/fromo'></a> Version 0.2.0 (2019-01-12)