IMW: Incremental Moment Windows
Computes rolling statistics, including the mean, variance, skewness, and kurtosis, over moving windows. The package uses incremental algorithms to efficiently update statistics as new observations arrive, supporting both online computation and batch processing for time-series analysis and streaming data applications. Implemented in C++, the package provides a high-performance, header-only implementation that facilitates direct integration into other packages.
| Version: |
1.1 |
| Imports: |
Rcpp (≥ 1.0.4.6) |
| LinkingTo: |
Rcpp |
| Published: |
2026-11-04 |
| DOI: |
10.32614/CRAN.package.IMW (may not be active yet) |
| Author: |
Søren B. Vilsen [aut, cre] |
| Maintainer: |
Søren B. Vilsen <svilsen at mp.aau.dk> |
| License: |
MIT + file LICENSE |
| NeedsCompilation: |
yes |
| Materials: |
README |
| CRAN checks: |
IMW results |
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