RcppRoll: Fast rolling functions through Rcpp and RcppArmadillo

RcppRoll supplies fast functions for 'roll'ing over vectors and matrices, e.g. rolling means, medians and variances. It also provides the utility functions 'rollit' and 'rollit_raw' as an interface for generating your own C++ backed rolling functions.

Version: 0.1.0
Depends: R (≥ 2.15.1), Rcpp (≥ 0.10.2), RcppArmadillo (≥ 0.3.6.1)
LinkingTo: Rcpp, RcppArmadillo
Suggests: zoo, microbenchmark
Published: 2013-01-15
Author: Kevin Ushey
Maintainer: Kevin Ushey <kevinushey at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: RcppRoll results

Downloads:

Reference manual: RcppRoll.pdf
Package source: RcppRoll_0.1.0.tar.gz
MacOS X binary: RcppRoll_0.1.0.tgz
Windows binary: RcppRoll_0.1.0.zip