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]