Other packages > Find by keyword >

rollRegres  

Fast Rolling and Expanding Window Linear Regression
View on CRAN: Click here


Download and install rollRegres package within the R console
Install from CRAN:
install.packages("rollRegres")

Install from Github:
library("remotes")
install_github("cran/rollRegres")

Install by package version:
library("remotes")
install_version("rollRegres", "0.1.4")



Attach the package and use:
library("rollRegres")
Maintained by
Benjamin Christoffersen
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-07-02
Latest Update: 2023-09-18
Description:
Methods for fast rolling and expanding linear regression models. That is, series of linear regression models estimated on either an expanding window of data or a moving window of data. The methods use rank-one updates and downdates of the upper triangular matrix from a QR decomposition (see Dongarra, Moler, Bunch, and Stewart (1979) ).
How to cite:
Benjamin Christoffersen (2018). rollRegres: Fast Rolling and Expanding Window Linear Regression. R package version 0.1.4, https://cran.r-project.org/web/packages/rollRegres. Accessed 31 Mar. 2025.
Previous versions and publish date:
0.1.0 (2018-07-02 11:10), 0.1.1 (2018-09-12 20:50), 0.1.2 (2019-04-26 20:00), 0.1.3 (2019-11-25 10:20), 0.1.4 (2022-05-05 01:00)
Other packages that cited rollRegres R package
View rollRegres citation profile
Other R packages that rollRegres depends, imports, suggests or enhances
Functions, R codes and Examples using the rollRegres R package
Some associated functions: roll_regres.fit . roll_regres . 
Some associated R codes: RcppExports.R . roll_regres.R .  Full rollRegres package functions and examples
Downloads during the last 30 days
03/0103/0303/0403/0503/0803/1003/1303/1503/1803/1903/2003/2103/2203/2303/2403/28Downloads for rollRegres02468101214TrendBars

Today's Hot Picks in Authors and Packages

surveillance  
Temporal and Spatio-Temporal Modeling and Monitoring of Epidemic Phenomena
Statistical methods for the modeling and monitoring of time series of counts, proportions and catego ...
Download / Learn more Package Citations See dependency  
equivUMP  
Uniformly Most Powerful Invariant Tests of Equivalence
Implementation of uniformly most powerful invariant equivalence tests for one- and two-sample probl ...
Download / Learn more Package Citations See dependency  
tclust  
Robust Trimmed Clustering
Provides functions for robust trimmed clustering. The methods are described in Garcia-Escudero (200 ...
Download / Learn more Package Citations See dependency  
popbio  
Construction and Analysis of Matrix Population Models
Construct and analyze projection matrix models from a demography study of marked individuals classif ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
whitebox  
'WhiteboxTools' R Frontend
An R frontend for the 'WhiteboxTools' library, which is an advanced geospatial data analysis platfor ...
Download / Learn more Package Citations See dependency  

23,842

R Packages

207,311

Dependencies

64,420

Author Associations

23,781

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA