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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 ORCID iD [aut, cre], Jacek Urbanek ORCID iD [aut], John Muschelli ORCID iD [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:

Reference manual: runstats.pdf
Vignettes: Examples of using runstats package

Downloads:

Package source: runstats_1.1.0.tar.gz
Windows binaries: r-devel: runstats_1.1.0.zip, r-release: runstats_1.1.0.zip, r-oldrel: runstats_1.1.0.zip
macOS binaries: r-release (arm64): runstats_1.1.0.tgz, r-oldrel (arm64): runstats_1.1.0.tgz, r-release (x86_64): runstats_1.1.0.tgz, r-oldrel (x86_64): runstats_1.1.0.tgz
Old sources: runstats archive

Reverse dependencies:

Reverse imports: arctools

Linking:

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

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.