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  "Maintainer": "Steven E. Pav <shabbychef@gmail.com>",
  "Authors@R": "c(person(c(\"Steven\", \"E.\"), \"Pav\", \nrole=c(\"aut\",\"cre\"),\nemail=\"shabbychef@gmail.com\",\ncomment = c(ORCID = \"0000-0002-4197-6195\")))",
  "Version": "0.2.4",
  "Date": "2024-11-29",
  "License": "LGPL-3",
  "Title": "Fast Robust Moments",
  "BugReports": "https://github.com/shabbychef/fromo/issues",
  "Description": "Fast, numerically robust computation of weighted moments\nvia 'Rcpp'. Supports computation on vectors and matrices, and\nMonoidal append of moments. Moments and cumulants over running\nfixed length windows can be computed, as well as over\ntime-based windows. Moment computations are via a\ngeneralization of Welford's method, as described by Bennett et.\n(2009) <doi:10.1109/CLUSTR.2009.5289161>.",
  "RoxygenNote": "7.3.2",
  "URL": "https://github.com/shabbychef/fromo",
  "VignetteBuilder": "knitr",
  "Collate": "'fromo.r' 'RcppExports.R' 'zzz_centsums.R'",
  "Repository": "https://shabbychef.r-universe.dev",
  "Date/Publication": "2024-11-30 05:32:54 UTC",
  "RemoteUrl": "https://github.com/shabbychef/fromo",
  "RemoteRef": "HEAD",
  "RemoteSha": "b4c89f251334fee2a0ba319456b43c81e0448bf0",
  "NeedsCompilation": "yes",
  "Packaged": {
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    "User": "root"
  },
  "Author": "Steven E. Pav [aut, cre] (ORCID:\n<https://orcid.org/0000-0002-4197-6195>)",
  "MD5sum": "23be0c254fd106aa1d82a80a624efe4f",
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  "_published": "2026-05-28T09:35:20.830Z",
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      "role": "Suggests"
    },
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  "_tags": [],
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    "moments",
    "rolling-statistics",
    "statistics",
    "cpp"
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    "extra/citation.html",
    "extra/citation.json",
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    "extra/readme.html",
    "extra/readme.md",
    "manual.pdf"
  ],
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  "_realowner": "shabbychef",
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      "date": "2016-04-04"
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      "date": "2019-01-13"
    },
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    },
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    },
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      "date": "2024-11-08"
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  "_exports": [
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    "as.centcosums",
    "as.centcosums.default",
    "as.centsums",
    "as.centsums.default",
    "c.centcosums",
    "c.centsums",
    "cent_comoments",
    "cent_cosums",
    "cent_cumulants",
    "cent_moments",
    "cent_sums",
    "cent2raw",
    "centcosums",
    "centsums",
    "comoments",
    "cosums",
    "join_cent_cosums",
    "join_cent_sums",
    "kurt5",
    "moments",
    "running_apx_median",
    "running_apx_quantiles",
    "running_cent_moments",
    "running_centered",
    "running_correlation",
    "running_covariance",
    "running_covariance_3",
    "running_cumulants",
    "running_kurt",
    "running_kurt5",
    "running_mean",
    "running_regression_diagnostics",
    "running_regression_fit",
    "running_regression_intercept",
    "running_regression_slope",
    "running_scaled",
    "running_sd",
    "running_sd3",
    "running_sharpe",
    "running_skew",
    "running_skew4",
    "running_std_moments",
    "running_sum",
    "running_tstat",
    "running_zscored",
    "sd3",
    "show",
    "skew4",
    "std_cumulants",
    "std_moments",
    "sums",
    "t_running_apx_median",
    "t_running_apx_quantiles",
    "t_running_cent_moments",
    "t_running_centered",
    "t_running_correlation",
    "t_running_covariance",
    "t_running_covariance_3",
    "t_running_cumulants",
    "t_running_kurt",
    "t_running_kurt5",
    "t_running_mean",
    "t_running_regression_diagnostics",
    "t_running_regression_fit",
    "t_running_regression_intercept",
    "t_running_regression_slope",
    "t_running_scaled",
    "t_running_sd",
    "t_running_sd3",
    "t_running_sharpe",
    "t_running_skew",
    "t_running_skew4",
    "t_running_std_moments",
    "t_running_sum",
    "t_running_tstat",
    "t_running_zscored",
    "unjoin_cent_cosums",
    "unjoin_cent_sums"
  ],
  "_help": [
    {
      "page": "fromo-package",
      "title": "Fast Robust Moments.",
      "topics": [
        "fromo-package",
        "fromo"
      ]
    },
    {
      "page": "centsums-unconcat",
      "title": "unconcatenate centsums objects.",
      "topics": [
        "%-%",
        "%-%,centsums,centsums-method"
      ]
    },
    {
      "page": "centcosums-unconcat",
      "title": "unconcatenate centcosums objects.",
      "topics": [
        "%-%,centcosums,centcosums-method"
      ]
    },
    {
      "page": "centsums-accessor-methods",
      "title": "Accessor methods.",
      "topics": [
        "accessor",
        "moments",
        "moments,centsums-method",
        "sums",
        "sums,centsums-method"
      ]
    },
    {
      "page": "as.centcosums",
      "title": "Coerce to a centcosums object.",
      "topics": [
        "as.centcosums",
        "as.centcosums.default"
      ]
    },
    {
      "page": "as.centsums",
      "title": "Coerce to a centsums object.",
      "topics": [
        "as.centsums",
        "as.centsums.default"
      ]
    },
    {
      "page": "centcosums-concat",
      "title": "concatenate centcosums objects.",
      "topics": [
        "c.centcosums"
      ]
    },
    {
      "page": "centsums-concat",
      "title": "concatenate centsums objects.",
      "topics": [
        "c.centsums"
      ]
    },
    {
      "page": "centcosums",
      "title": "Multivariate centered sums; join and unjoined.",
      "topics": [
        "cent_comoments",
        "cent_cosums",
        "join_cent_cosums",
        "unjoin_cent_cosums"
      ]
    },
    {
      "page": "centsums",
      "title": "Centered sums; join and unjoined.",
      "topics": [
        "cent_sums",
        "join_cent_sums",
        "unjoin_cent_sums"
      ]
    },
    {
      "page": "moment_conversions",
      "title": "Convert between different types of moments, raw, central, standardized.",
      "topics": [
        "cent2raw"
      ]
    },
    {
      "page": "centcosum-accessor-methods",
      "title": "Accessor methods.",
      "topics": [
        "centcosums-accessor",
        "comoments",
        "comoments,centcosums-method",
        "cosums",
        "cosums,centcosums-method",
        "sums,centcosums-method"
      ]
    },
    {
      "page": "centcosums-class",
      "title": "centcosums Class.",
      "topics": [
        "centcosums",
        "centcosums-class",
        "initialize,centcosums-class",
        "initialize,centcosums-method"
      ]
    },
    {
      "page": "centsums-class",
      "title": "centsums Class.",
      "topics": [
        "centsums",
        "centsums-class",
        "initialize,centsums-class",
        "initialize,centsums-method"
      ]
    },
    {
      "page": "NEWS",
      "title": "News for package 'fromo':",
      "topics": [
        "fromo-NEWS"
      ]
    },
    {
      "page": "runningquantiles",
      "title": "Compute approximate quantiles over a sliding window",
      "topics": [
        "running_apx_median",
        "running_apx_quantiles"
      ]
    },
    {
      "page": "runningadjustments",
      "title": "Compare data to moments computed over a sliding window.",
      "topics": [
        "running_centered",
        "running_scaled",
        "running_sharpe",
        "running_tstat",
        "running_zscored"
      ]
    },
    {
      "page": "two_runningmoments",
      "title": "Compute covariance, correlation, regression over a sliding window",
      "topics": [
        "running_correlation",
        "running_covariance",
        "running_covariance_3",
        "running_regression_diagnostics",
        "running_regression_fit",
        "running_regression_intercept",
        "running_regression_slope"
      ]
    },
    {
      "page": "runningmoments",
      "title": "Compute first K moments over a sliding window",
      "topics": [
        "running_cent_moments",
        "running_cumulants",
        "running_kurt",
        "running_kurt5",
        "running_sd",
        "running_sd3",
        "running_skew",
        "running_skew4",
        "running_std_moments"
      ]
    },
    {
      "page": "runningmean",
      "title": "Compute sums or means over a sliding window.",
      "topics": [
        "running_mean",
        "running_sum"
      ]
    },
    {
      "page": "firstmoments",
      "title": "Compute first K moments",
      "topics": [
        "cent_cumulants",
        "cent_moments",
        "kurt5",
        "sd3",
        "skew4",
        "std_cumulants",
        "std_moments"
      ]
    },
    {
      "page": "show-methods",
      "title": "Show a centsums object.",
      "topics": [
        "show",
        "show,centsums-method"
      ]
    },
    {
      "page": "t_runningquantiles",
      "title": "Compute approximate quantiles over a sliding time window",
      "topics": [
        "t_running_apx_median",
        "t_running_apx_quantiles"
      ]
    },
    {
      "page": "t_runningadjustments",
      "title": "Compare data to moments computed over a time sliding window.",
      "topics": [
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        "t_running_scaled",
        "t_running_sharpe",
        "t_running_tstat",
        "t_running_zscored"
      ]
    },
    {
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      "title": "Compute covariance, correlation, regression over a sliding time-based window",
      "topics": [
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        "t_running_covariance",
        "t_running_covariance_3",
        "t_running_regression_diagnostics",
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        "t_running_regression_intercept",
        "t_running_regression_slope"
      ]
    },
    {
      "page": "t_runningmoments",
      "title": "Compute first K moments over a sliding time-based window",
      "topics": [
        "t_running_cent_moments",
        "t_running_cumulants",
        "t_running_kurt",
        "t_running_kurt5",
        "t_running_sd",
        "t_running_sd3",
        "t_running_skew",
        "t_running_skew4",
        "t_running_std_moments"
      ]
    },
    {
      "page": "t_runningmean",
      "title": "Compute sums or means over a sliding time window.",
      "topics": [
        "t_running_mean",
        "t_running_sum"
      ]
    }
  ],
  "_readme": "https://github.com/shabbychef/fromo/raw/HEAD/README.md",
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