{
  "_id": "6a2609e6794753ddbc3e387c",
  "Type": "Package",
  "Package": "rolleigen",
  "Title": "Rolling Eigenanalysis",
  "Version": "1.0.0",
  "Authors@R": "person(\"Jason\", \"Foster\", , \"jason.j.foster@gmail.com\", role = c(\"aut\", \"cre\"))",
  "Description": "Fast and efficient computation of rolling and expanding\neigenanalysis for time-series data. The 'rolleigen' package\ndecomposes the covariance matrix of the explanatory variables\ninto eigenvalues and eigenvectors to perform principal\ncomponent analysis (Pearson, 1901,\n<doi:10.1080/14786440109462720>; Hotelling, 1933,\n<doi:10.1037/h0071325>) and principal component regression\n(Massy, 1965, <doi:10.1080/01621459.1965.10480787>) over\nrolling and expanding windows. For each window, the eigenvalues\nand eigenvectors are computed from the covariance matrix and,\noptionally, ordered from largest to smallest to summarize the\ndirections of greatest variation in the data. A subset of\nleading components is then used to fit a regression that\nmitigates collinearity in the explanatory variables. Use cases\ninclude dimensionality reduction, factor extraction, and\nregression on collinear explanatory variables. The package\nsupports rolling and expanding windows, weights, and handling\nof missing values via the min_obs, complete_obs, and na_restore\narguments. The implementation uses the online and offline\nalgorithms from the 'roll' package to compute rolling and\nexpanding cross-products efficiently, with parallelism across\ncolumns and windows provided by 'RcppParallel'.",
  "License": "GPL (>= 2)",
  "URL": "https://github.com/jasonjfoster/rolleigen",
  "BugReports": "https://github.com/jasonjfoster/rolleigen/issues",
  "Config/roxygen2/old_usage": "TRUE",
  "Config/roxygen2/version": "8.0.0",
  "Encoding": "UTF-8",
  "SystemRequirements": "GNU make",
  "Config/pak/sysreqs": "make",
  "Repository": "https://jasonjfoster.r-universe.dev",
  "Date/Publication": "2026-06-07 23:40:07 UTC",
  "RemoteUrl": "https://github.com/jasonjfoster/rolleigen",
  "RemoteRef": "HEAD",
  "RemoteSha": "6b3ec9f3e27dfc52f770d4af74ad3de993f81d79",
  "NeedsCompilation": "yes",
  "Packaged": {
    "Date": "2026-06-08 00:11:05 UTC",
    "User": "root"
  },
  "Author": "Jason Foster [aut, cre]",
  "Maintainer": "Jason Foster <jason.j.foster@gmail.com>",
  "MD5sum": "4a004ee38333220515d75b99d7112163",
  "_user": "jasonjfoster",
  "_type": "src",
  "_file": "rolleigen_1.0.0.tar.gz",
  "_fileid": "f5c7aef8259adab156a111b4c90afab115380f55ce912b7c585c8c04f92e22f4",
  "_filesize": 106832,
  "_sha256": "f5c7aef8259adab156a111b4c90afab115380f55ce912b7c585c8c04f92e22f4",
  "_created": "2026-06-08T00:11:05.000Z",
  "_published": "2026-06-08T00:16:37.994Z",
  "_distro": "noble",
  "_jobs": [
    {
      "job": 80003291614,
      "time": 130,
      "config": "linux-devel-arm64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7469334870"
    },
    {
      "job": 80003291583,
      "time": 138,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7469335596"
    },
    {
      "job": 80003291590,
      "time": 122,
      "config": "linux-release-arm64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7469333840"
    },
    {
      "job": 80003291591,
      "time": 117,
      "config": "linux-release-x86_64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7469332771"
    },
    {
      "job": 80003291601,
      "time": 97,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "7469330262"
    },
    {
      "job": 80003291599,
      "time": 168,
      "config": "macos-oldrel-x86_64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "7469339239"
    },
    {
      "job": 80003291569,
      "time": 106,
      "config": "macos-release-arm64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7469331342"
    },
    {
      "job": 80003291596,
      "time": 280,
      "config": "macos-release-x86_64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7469353719"
    },
    {
      "job": 80003055223,
      "time": 200,
      "config": "source",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7469317836"
    },
    {
      "job": 80003291548,
      "time": 109,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7469331845"
    },
    {
      "job": 80003291557,
      "time": 104,
      "config": "windows-devel",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7469331124"
    },
    {
      "job": 80003291586,
      "time": 102,
      "config": "windows-oldrel",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "7469330756"
    },
    {
      "job": 80003291572,
      "time": 119,
      "config": "windows-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7469333077"
    }
  ],
  "_buildurl": "https://github.com/r-universe/jasonjfoster/actions/runs/27108956016",
  "_status": "success",
  "_host": "GitHub-Actions",
  "_upstream": "https://github.com/jasonjfoster/rolleigen",
  "_commit": {
    "id": "6b3ec9f3e27dfc52f770d4af74ad3de993f81d79",
    "author": "Jason Foster <jason.j.foster@gmail.com>",
    "committer": "Jason Foster <jason.j.foster@gmail.com>",
    "message": "Version: 1.0.0\n",
    "time": 1780875607
  },
  "_maintainer": {
    "name": "Jason Foster",
    "email": "jason.j.foster@gmail.com",
    "login": "jasonjfoster",
    "description": "",
    "uuid": 7542282
  },
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 3.5.0",
      "role": "Depends"
    },
    {
      "package": "Rcpp",
      "role": "LinkingTo"
    },
    {
      "package": "RcppArmadillo",
      "role": "LinkingTo"
    },
    {
      "package": "RcppParallel",
      "role": "LinkingTo"
    },
    {
      "package": "roll",
      "version": ">= 1.1.7",
      "role": "LinkingTo"
    },
    {
      "package": "Rcpp",
      "role": "Imports"
    },
    {
      "package": "RcppParallel",
      "role": "Imports"
    },
    {
      "package": "covr",
      "role": "Suggests"
    },
    {
      "package": "pls",
      "role": "Suggests"
    },
    {
      "package": "roll",
      "role": "Suggests"
    },
    {
      "package": "testthat",
      "role": "Suggests"
    },
    {
      "package": "zoo",
      "role": "Suggests"
    }
  ],
  "_owner": "jasonjfoster",
  "_selfowned": true,
  "_usedby": 0,
  "_updates": [
    {
      "week": "2025-52",
      "n": 3
    },
    {
      "week": "2026-03",
      "n": 2
    },
    {
      "week": "2026-04",
      "n": 1
    },
    {
      "week": "2026-07",
      "n": 1
    },
    {
      "week": "2026-09",
      "n": 1
    },
    {
      "week": "2026-10",
      "n": 2
    },
    {
      "week": "2026-16",
      "n": 1
    },
    {
      "week": "2026-19",
      "n": 1
    },
    {
      "week": "2026-22",
      "n": 2
    },
    {
      "week": "2026-23",
      "n": 6
    }
  ],
  "_tags": [],
  "_topics": [
    "algorithms",
    "eigen",
    "rcpp",
    "openblas",
    "cpp",
    "openmp"
  ],
  "_stars": 3,
  "_contributors": [
    {
      "user": "jasonjfoster",
      "count": 64,
      "uuid": 7542282
    }
  ],
  "_userbio": {
    "uuid": 7542282,
    "type": "user",
    "name": "Jason Foster"
  },
  "_downloads": {
    "count": 0,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/rolleigen"
  },
  "_devurl": "https://github.com/jasonjfoster/rolleigen",
  "_searchresults": 2,
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/readme.html",
    "extra/readme.md",
    "extra/rolleigen.html",
    "manual.pdf"
  ],
  "_cranurl": false,
  "_exports": [
    "roll_eigen",
    "roll_pcr"
  ],
  "_help": [
    {
      "page": "rolleigen-package",
      "title": "Rolling Eigenanalysis",
      "topics": [
        "rolleigen-package",
        "rolleigen"
      ]
    },
    {
      "page": "roll_eigen",
      "title": "Rolling Eigenvalues and Eigenvectors",
      "topics": [
        "roll_eigen"
      ]
    },
    {
      "page": "roll_pcr",
      "title": "Rolling Principal Component Regressions",
      "topics": [
        "roll_pcr"
      ]
    }
  ],
  "_readme": "https://github.com/jasonjfoster/rolleigen/raw/HEAD/README.md",
  "_rundeps": [
    "Rcpp",
    "RcppArmadillo",
    "RcppParallel",
    "roll"
  ],
  "_sysdeps": [
    {
      "shlib": "liblapack",
      "package": "libopenblas0-pthread",
      "source": "openblas",
      "version": "0.3.26+ds-1ubuntu0.1",
      "name": "openblas",
      "homepage": "https://www.openblas.net/",
      "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)"
    },
    {
      "shlib": "libblas",
      "package": "libopenblas0-pthread",
      "source": "openblas",
      "version": "0.3.26+ds-1ubuntu0.1",
      "name": "openblas",
      "homepage": "https://www.openblas.net/",
      "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)"
    },
    {
      "shlib": "libstdc++",
      "package": "libstdc++6",
      "source": "gcc",
      "version": "14.2.0-4ubuntu2~24.04.1",
      "name": "c++",
      "homepage": "http://gcc.gnu.org/",
      "description": "GNU Standard C++ Library v3"
    },
    {
      "shlib": "libgomp",
      "package": "libgomp1",
      "source": "gcc",
      "version": "14.2.0-4ubuntu2~24.04.1",
      "name": "openmp",
      "homepage": "http://gcc.gnu.org/",
      "description": "GCC OpenMP (GOMP) support library"
    }
  ],
  "_score": 3.1760912590556813,
  "_indexed": true,
  "_nocasepkg": "rolleigen",
  "_universes": [
    "jasonjfoster"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "1.0.0",
      "date": "2026-06-08T00:13:24.000Z",
      "distro": "noble",
      "arch": "aarch64",
      "commit": "6b3ec9f3e27dfc52f770d4af74ad3de993f81d79",
      "fileid": "662b94faaec6238dae8f4346f7bb6ea4da504db36863e00913d0f3ecf973a976",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/jasonjfoster/actions/runs/27108956016"
    },
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "1.0.0",
      "date": "2026-06-08T00:13:27.000Z",
      "distro": "noble",
      "arch": "x86_64",
      "commit": "6b3ec9f3e27dfc52f770d4af74ad3de993f81d79",
      "fileid": "ec85a597f812930a87a6d6ec660652f9b9a3c05faaa28ab3a1b47b8a007df481",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/jasonjfoster/actions/runs/27108956016"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "1.0.0",
      "date": "2026-06-08T00:13:17.000Z",
      "distro": "noble",
      "arch": "aarch64",
      "commit": "6b3ec9f3e27dfc52f770d4af74ad3de993f81d79",
      "fileid": "ee48c7733311440158ed9bd412f36450a9b0d911737c347164ad483f0013531f",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/jasonjfoster/actions/runs/27108956016"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "1.0.0",
      "date": "2026-06-08T00:13:08.000Z",
      "distro": "noble",
      "arch": "x86_64",
      "commit": "6b3ec9f3e27dfc52f770d4af74ad3de993f81d79",
      "fileid": "2245ac22257cb5258f8893efec677cb2e8dafb5f49a5faca7f6266b946b36e13",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/jasonjfoster/actions/runs/27108956016"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "1.0.0",
      "date": "2026-06-08T00:12:54.000Z",
      "arch": "aarch64",
      "commit": "6b3ec9f3e27dfc52f770d4af74ad3de993f81d79",
      "fileid": "512fe5c101dd0b3986e12dd07c9d3bd9eb0749f54f07144e86da5ebf85727a7f",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/jasonjfoster/actions/runs/27108956016"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "1.0.0",
      "date": "2026-06-08T00:13:45.000Z",
      "arch": "x86_64",
      "commit": "6b3ec9f3e27dfc52f770d4af74ad3de993f81d79",
      "fileid": "4ce00dd8cee167031bd40be36354dbdfc360b6ed6f507afee5abd8f7b4068c0c",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/jasonjfoster/actions/runs/27108956016"
    },
    {
      "r": "4.6.0",
      "os": "mac",
      "version": "1.0.0",
      "date": "2026-06-08T00:12:59.000Z",
      "arch": "aarch64",
      "commit": "6b3ec9f3e27dfc52f770d4af74ad3de993f81d79",
      "fileid": "1852f71c7d9f988eb587c588c77de29bbb157043f8ffef9912e47a328b36b8c9",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/jasonjfoster/actions/runs/27108956016"
    },
    {
      "r": "4.6.0",
      "os": "mac",
      "version": "1.0.0",
      "date": "2026-06-08T00:15:23.000Z",
      "arch": "x86_64",
      "commit": "6b3ec9f3e27dfc52f770d4af74ad3de993f81d79",
      "fileid": "8d172ee47c743353355a6c74d514c5dd9686e442920be0a3de9b879a26e3ec81",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/jasonjfoster/actions/runs/27108956016"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "1.0.0",
      "date": "2026-06-08T00:13:12.000Z",
      "arch": "emscripten",
      "commit": "6b3ec9f3e27dfc52f770d4af74ad3de993f81d79",
      "fileid": "ea6568735e864188f2653d6f9e38b1b2215d8832b1207b74504bdd5b450471c3",
      "status": "success",
      "buildurl": "https://github.com/r-universe/jasonjfoster/actions/runs/27108956016"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "1.0.0",
      "date": "2026-06-08T00:12:25.000Z",
      "arch": "x86_64",
      "commit": "6b3ec9f3e27dfc52f770d4af74ad3de993f81d79",
      "fileid": "9c8cdd7e9bd54ff1a5ab89c1062df34576d0b87a034c6ef67490915b938c6d70",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/jasonjfoster/actions/runs/27108956016"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "1.0.0",
      "date": "2026-06-08T00:12:23.000Z",
      "arch": "x86_64",
      "commit": "6b3ec9f3e27dfc52f770d4af74ad3de993f81d79",
      "fileid": "f7b5328f3bd6dc0cc1e1a7f48d7aa143e2245b0a86a5cde86b426c868c3961eb",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/jasonjfoster/actions/runs/27108956016"
    },
    {
      "r": "4.6.0",
      "os": "win",
      "version": "1.0.0",
      "date": "2026-06-08T00:12:26.000Z",
      "arch": "x86_64",
      "commit": "6b3ec9f3e27dfc52f770d4af74ad3de993f81d79",
      "fileid": "7573e0429fe6732f6078588e6e9b9557327d9e21b5ca3508cbdddf01de1c4515",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/jasonjfoster/actions/runs/27108956016"
    }
  ]
}