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.pdf |runstats.html✨
runstats/json (API)
NEWS

# Install 'runstats' in R:
install.packages('runstats', repos = c('https://martakarass.r-universe.dev', 'https://cloud.r-project.org'))

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

On CRAN:

Conda:

5.03 score 2 stars 1 packages 18 scripts 249 downloads 1 mentions 7 exports 1 dependencies

Last updated 3 years agofrom:bfa19e439c. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKApr 01 2025
R-4.5-winOKApr 01 2025
R-4.5-macOKApr 01 2025
R-4.5-linuxOKApr 01 2025
R-4.4-winOKApr 01 2025
R-4.4-macOKApr 01 2025
R-4.4-linuxOKApr 01 2025
R-4.3-winOKApr 01 2025
R-4.3-macOKApr 01 2025

Exports:RunningCorRunningCovRunningL2NormRunningMeanRunningSdRunningVarrunstats.demo

Dependencies:fftwtools

Examples of using runstats package

Marta Karas

Rendered fromusing-runstats.Rmdusingknitr::rmarkdownon Apr 01 2025.

Last update: 2019-11-14
Started: 2018-12-17