Fast Robust Moments
Coerce to a centcosums object.
Coerce to a centsums object.
Accessor methods.
centcosums Class.
concatenate centcosums objects.
unconcatenate centcosums objects.
Multivariate centered sums; join and unjoined.
Accessor methods.
centsums Class.
concatenate centsums objects.
unconcatenate centsums objects.
Centered sums; join and unjoined.
Compute first K moments
Fast Robust Moments.
Convert between different types of moments, raw, central, standardized...
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Compare data to moments computed over a sliding window.
Compute sums or means over a sliding window.
Compute first K moments over a sliding window
Compute approximate quantiles over a sliding window
Show a centsums object.
Compare data to moments computed over a time sliding window.
Compute sums or means over a sliding time window.
Compute first K moments over a sliding time-based window
Compute approximate quantiles over a sliding time window
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>.