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.
- Version0.2.4
- R versionunknown
- LicenseLGPL-3
- Needs compilation?Yes
- fromo citation info
- Last release11/30/2024
Documentation
Team
Steven E. Pav
MaintainerShow author details
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