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runstats: Fast Computation of Running Statistics for Time Series
Provides methods for fast computation of running sample
statistics for time series. These include: (1) mean, (2)
standard deviation, and (3) variance over a fixed-length window
of time-series, (4) correlation, (5) covariance, and (6)
Euclidean distance (L2 norm) between short-time pattern and
time-series. Implemented methods utilize Convolution Theorem to
compute convolutions via Fast Fourier Transform (FFT).
| Version: |
1.1.0 |
| Imports: |
fftwtools |
| Suggests: |
covr, testthat, ggplot2, knitr, rmarkdown, sessioninfo, rbenchmark, cowplot, spelling |
| Published: |
2019-11-14 |
| Author: |
Marta Karas  [aut,
cre],
Jacek Urbanek
[aut],
John Muschelli
[ctb],
Lacey Etzkorn [ctb] |
| Maintainer: |
Marta Karas <marta.karass at gmail.com> |
| BugReports: |
https://github.com/martakarass/runstats/issues |
| License: |
GPL-3 |
| URL: |
https://github.com/martakarass/runstats |
| NeedsCompilation: |
no |
| Language: |
en-US |
| Materials: |
README NEWS |
| In views: |
TimeSeries |
| CRAN checks: |
runstats results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=runstats
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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