Package: fromo 0.2.1

fromo: Fast Robust Moments

Fast, numerically robust computation of weighted moments via 'Rcpp'. Supports computation on vectors and matrices, and Monoidal append of moments. Moments and cumulants over running fixed length windows can be computed, as well as over time-based windows. Moment computations are via a generalization of Welford's method, as described by Bennett et. (2009) <doi:10.1109/CLUSTR.2009.5289161>.

Authors:Steven E. Pav [aut, cre]

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Peer review:

Bug tracker:https://github.com/shabbychef/fromo/issues

On CRAN:

65 exports 3 stars 0.93 score 1 dependencies 23 scripts 181 downloads

Last updated 3 years agofrom:d0fd316468. Checks:OK: 9. Indexed: yes.

Exports:%-%as.centcosumsas.centcosums.defaultas.centsumsas.centsums.defaultc.centcosumsc.centsumscent_comomentscent_cosumscent_cumulantscent_momentscent_sumscent2rawcentcosumscentsumscomomentscosumsjoin_cent_cosumsjoin_cent_sumskurt5momentsrunning_apx_medianrunning_apx_quantilesrunning_cent_momentsrunning_centeredrunning_cumulantsrunning_kurtrunning_kurt5running_meanrunning_scaledrunning_sdrunning_sd3running_sharperunning_skewrunning_skew4running_std_momentsrunning_sumrunning_tstatrunning_zscoredsd3showskew4std_cumulantsstd_momentssumst_running_apx_mediant_running_apx_quantilest_running_cent_momentst_running_centeredt_running_cumulantst_running_kurtt_running_kurt5t_running_meant_running_scaledt_running_sdt_running_sd3t_running_sharpet_running_skewt_running_skew4t_running_std_momentst_running_sumt_running_tstatt_running_zscoredunjoin_cent_cosumsunjoin_cent_sums

Dependencies:Rcpp