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: Linking:Please use the canonical form https://CRAN.R-project.org/package=runstats to link to this page.
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