RcppRoll

This package provides windowed-versions of commonly-used mathematical and statistical functions.

Install the latest release from CRAN with:

install.packages("RcppRoll")

Or, install the development version with:

install_github("kevinushey/RcppRoll")

Badges

Extracted from project README

Rcpp integration for GNU GSL vectors and matrices

Gaussian mixture models, k-means, mini-batch-kmeans and k-medoids clustering

Rcpp bindings for NumPy files

Kernel k Nearest Neighbors in R

Rcpp integration for the Ensmallen templated C++ mathematical optimization library

Implementation of async observable/observer (Reactive Programming) in C++ with care about perform...

Rcpp integration for the Armadillo templated linear algebra library