Skip to content

runstats

Fast Computation of Running Statistics for Time Series

v1.1.0 · Nov 14, 2019 · GPL-3

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).

Downloads

285

Last 30 days

11042nd

285

Last 90 days

285

Last year

CRAN Check Status

3 NOTE
11 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 NOTE
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (17 non-OK)
OK r-devel-linux-x86_64-debian-clang

*


            
OK r-devel-linux-x86_64-debian-gcc

*


            
OK r-devel-linux-x86_64-fedora-clang

*


            
OK r-devel-linux-x86_64-fedora-gcc

*


            
OK r-devel-macos-arm64

*


            
OK r-devel-windows-x86_64

*


            
NOTE r-oldrel-macos-arm64

LazyData

  'LazyData' is specified without a 'data' directory
NOTE r-oldrel-macos-arm64

installed package size

  installed size is  5.2Mb
  sub-directories of 1Mb or more:
    doc   4.7Mb
NOTE r-oldrel-macos-x86_64

LazyData

  'LazyData' is specified without a 'data' directory
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is  5.2Mb
  sub-directories of 1Mb or more:
    doc   4.7Mb
NOTE r-oldrel-windows-x86_64

LazyData

  'LazyData' is specified without a 'data' directory
NOTE r-oldrel-windows-x86_64

installed package size

  installed size is  5.2Mb
  sub-directories of 1Mb or more:
    doc   4.7Mb
OK r-patched-linux-x86_64

*


            
OK r-release-linux-x86_64

*


            
OK r-release-macos-arm64

*


            
OK r-release-macos-x86_64

*


            
OK r-release-windows-x86_64

*


            

Check History

NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-oldrel-macos-arm64

installed package size

  installed size is  5.2Mb
  sub-directories of 1Mb or more:
    doc   4.7Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is  5.2Mb
  sub-directories of 1Mb or more:
    doc   4.7Mb
NOTE r-oldrel-windows-x86_64

installed package size

  installed size is  5.2Mb
  sub-directories of 1Mb or more:
    doc   4.7Mb

Reverse Dependencies (1)

imports

Dependency Network

Dependencies Reverse dependencies fftwtools arctools runstats

Version History

new 1.1.0 Mar 9, 2026