fromo: Fast Robust Moments

Fast, numerically robust computation of weighted moments via 'Rcpp'. Supports computation on vectors and matrices, and Monoidal append of moments. Moments and cumulants over running fixed length windows can be computed, as well as over time-based windows. Moment computations are via a generalization of Welford's method, as described by Bennett et. (2009) <doi:10.1109/CLUSTR.2009.5289161>.

Version: 0.2.1
Imports: Rcpp (≥ 0.12.3), methods
LinkingTo: Rcpp
Suggests: knitr, testthat, moments, PDQutils, e1071, microbenchmark
Published: 2019-01-30
DOI: 10.32614/CRAN.package.fromo
Author: Steven E. Pav ORCID iD [aut, cre]
Maintainer: Steven E. Pav <shabbychef at>
License: LGPL-3
NeedsCompilation: yes
Materials: README ChangeLog
In views: Distributions
CRAN checks: fromo results


Reference manual: fromo.pdf
Vignettes: Using the fromo package


Package source: fromo_0.2.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): fromo_0.2.1.tgz, r-oldrel (arm64): fromo_0.2.1.tgz, r-release (x86_64): fromo_0.2.1.tgz, r-oldrel (x86_64): fromo_0.2.1.tgz
Old sources: fromo archive


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