A suite of utility functions for calculating rolling mins, means, 
maxes and other functions.

Background

Analysis of time series data often involves applying “rolling” functions to calculate, e.g. a “moving average”. These functions are straightforward to write in any language and it makes sense to have C++ versions of common rolling functions available to R as they dramatically speed up calculations. Several packages exist that provide some version of this functionality:

  • zoo – core R package with a specific data model
  • seismicRoll – rolling functions focused on seismology
  • RcppRoll – rolling functions for basic statistics

Our goal in creating a new package of C++ rolling functions is to build up a suite of functions useful in environmental time series analysis. We want these functions to be available in a neutral environment with no underlying data model. The functions are as straightforward to use as is reasonably possible with a target audience of data analysts at any level of R expertise.

Installation

Install from CRAN with:

install.packages('MazamaRollUtils')

Install the latest version from GitHub with:

devtools::install_github("MazamaScience/MazamaRollUtils")