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).
- Version1.1.0
- R versionunknown
- LicenseGPL-3
- Needs compilation?No
- Languageen-US
- Last release11/14/2019
Documentation
Team
Marta Karas
John Muschelli
Show author detailsRolesContributorJacek Urbanek
Lacey Etzkorn
Show author detailsRolesContributor
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