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 |
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