CRAN/E | fromo

fromo

Fast Robust Moments

Installation

About

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.

github.com/shabbychef/fromo
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Key Metrics

Version 0.2.1
Published 2019-01-30 1918 days ago
Needs compilation? yes
License LGPL-3
CRAN checks fromo results

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Maintainer

Maintainer

Steven E. Pav

shabbychef@gmail.com

Authors

Steven E. Pav

aut / cre

Material

README
ChangeLog
Reference manual
Package source

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Distributions

Vignettes

Using the fromo package

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

fromo archive

Imports

Rcpp ≥ 0.12.3
methods

Suggests

knitr
testthat
moments
PDQutils
e1071
microbenchmark

LinkingTo

Rcpp