fromo-NEWS {fromo} | R Documentation |
News for package 'fromo'
adding running correlation, covariance, regression coefficients.
adding t-running correlation, covariance, regression coefficients.
adding flag and checking for negative even moments due to roundoff.
fixing divide by zero which would corrupt results when input was constant.
fix t_running_sum
and others to act as documented when
variable_win
is flagged.
fix memory leak for case where the mean only need be computed via a Welford object.
add std_cumulants
add running_sum
, running_mean
.
Kahan compensated summation for these.
Welford object under the hood.
add weighted moments computation.
add time-based running window computations.
some speedups for obviously fast cases: no checking of NA, etc.
move github figures to location CRAN understands.
submit to CRAN
start work