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runstats  

Fast Computation of Running Statistics for Time Series
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("runstats", "1.1.0")



Attach the package and use:
library("runstats")
Maintained by
Marta Karas
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-03-13
Latest Update: 2019-11-14
Description:
Provides methods for fast computation of running sample statistics for time series. These include: (1) mean, (2) standard deviation, and (3) variance over a fixed-length window of time-series, (4) correlation, (5) covariance, and (6) Euclidean distance (L2 norm) between short-time pattern and time-series. Implemented methods utilize Convolution Theorem to compute convolutions via Fast Fourier Transform (FFT).
How to cite:
Marta Karas (2019). runstats: Fast Computation of Running Statistics for Time Series. R package version 1.1.0, https://cran.r-project.org/web/packages/runstats. Accessed 25 Jun. 2026.
Previous versions and publish date:
1.0.1 (2019-03-13 15:00)
Other packages that cited runstats R package
View runstats citation profile
Other R packages that runstats depends, imports, suggests or enhances
Complete documentation for runstats
Functions, R codes and Examples using the runstats R package
Some associated functions: RunningCor . RunningCov . RunningL2Norm . RunningMean . RunningSd . RunningVar . runstats.demo . 
Some associated R codes: core_func.R . run_demo.R .  Full runstats package functions and examples
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