[aut, cre],
Jacek Urbanek [aut],
John Muschelli [ctb]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: | 1.0.1 |
| Suggests: | covr, testthat, ggplot2, knitr, rmarkdown, sessioninfo, rbenchmark, cowplot, spelling |
| Published: | 2019-03-13 |
| Author: | Marta Karas [aut, cre],
Jacek Urbanek [aut],
John Muschelli [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 |
| CRAN checks: | runstats results |
| Reference manual: | runstats.pdf |
| Vignettes: |
Examples of using runstats package |
| Package source: | runstats_1.0.1.tar.gz |
| Windows binaries: | r-devel: runstats_1.0.1.zip, r-release: runstats_1.0.1.zip, r-oldrel: runstats_1.0.1.zip |
| OS X binaries: | r-release: runstats_1.0.1.tgz, r-oldrel: runstats_1.0.1.tgz |
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