Fast rolling functions through Rcpp and RcppArmadillo

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Documentation for package ‘RcppRoll’ version 0.1.0

Help Pages

RcppRoll-package RcppRoll
get_rollit_source Get and Edit Source File Associated with User-Generated 'rollit' Function
RcppRoll RcppRoll
rollit Generate your own Weighted C++ Roll Function
rollit_example 'rollit' Output - Example Function
rollit_raw Generate your own Weighted C++ Roll Function
roll_max Rolling Max
roll_mean Rolling Mean
roll_median Rolling Median
roll_min Rolling Min
roll_prod Rolling Prod
roll_sd Rolling Sd
roll_sum Rolling Sum
roll_var Rolling Var