Lightweight library for rolling windows operations. Package enables full control over the window length, window lag and a time indices. With a runner one can apply any R function on a rolling windows. The package eases work with equally and unequally spaced time series.
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Summary
Lightweight library for rolling windows operations. Package enables full control over the window length, window lag and a time indices. With a runner one can apply any R function on a rolling windows. The package eases work with equally and unequally spaced time series.
Last Updated
Jan 16, 2024 at 21:33
License
GPL-2
Supported Platforms