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roll (version 1.0.0)

Rolling Statistics

Description

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

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Version

Install

install.packages('roll')

Monthly Downloads

3,822

Version

1.0.0

License

GPL (>= 2)

Maintainer

Jason Foster

Last Published

April 3rd, 2016

Functions in roll (1.0.0)

roll_mean

Rolling Means
roll_eigen

Rolling Eigenvalues and Eigenvectors
roll_lm

Rolling Linear Models
roll_var

Rolling Variances
roll_sd

Rolling Standard Deviations
roll_vif

Rolling Variance Inflation Factors
roll_cor

Rolling Correlation Matrices
roll_cov

Rolling Covariance Matrices
roll_pcr

Rolling Principal Component Regressions