fromo: Fast Robust Moments

Fast, numerically robust computation of weighted moments via 'Rcpp'. Supports computation on vectors and matrices, and Monoidal append of moments. Moments and cumulants over running fixed length windows can be computed, as well as over time-based windows. Moment computations are via a generalization of Welford's method, as described by Bennett et. (2009) <doi:10.1109/CLUSTR.2009.5289161>.

Version: 0.2.1
Imports: Rcpp (≥ 0.12.3), methods
LinkingTo: Rcpp
Suggests: knitr, testthat, moments, PDQutils, e1071, microbenchmark
Published: 2019-01-30
Author: Steven E. Pav ORCID iD [aut, cre]
Maintainer: Steven E. Pav <shabbychef at>
License: LGPL-3
NeedsCompilation: yes
Materials: README ChangeLog
CRAN checks: fromo results


Reference manual: fromo.pdf
Vignettes: Using the fromo package
Package source: fromo_0.2.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: fromo_0.2.1.tgz, r-oldrel: fromo_0.2.1.tgz
Old sources: fromo archive


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