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:
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