Package: runstats 1.1.0

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).

Authors:Marta Karas [aut, cre], Jacek Urbanek [aut], John Muschelli [ctb], Lacey Etzkorn [ctb]

runstats_1.1.0.tar.gz
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runstats_1.1.0.tgz(r-4.4-any)runstats_1.1.0.tgz(r-4.3-any)
runstats_1.1.0.tar.gz(r-4.5-noble)runstats_1.1.0.tar.gz(r-4.4-noble)
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runstats.pdf |runstats.html✨
runstats/json (API)
NEWS

Peer review:

Bug tracker:https://github.com/martakarass/runstats/issues

On CRAN:

7 exports 2 stars 1.47 score 1 dependencies 1 dependents 1 mentions 16 scripts 259 downloads

Last updated 2 years agofrom:bfa19e439c. Checks:OK: 7. Indexed: yes.

Exports:RunningCorRunningCovRunningL2NormRunningMeanRunningSdRunningVarrunstats.demo

Dependencies:fftwtools