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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 |
| DOI: |
10.32614/CRAN.package.runstats |
| 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
to link to this page.
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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