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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": "2026-06-19 22:26:07 UTC", "RemoteUrl": "https://github.com/jasonjfoster/rolleigen", "RemoteRef": "HEAD", "RemoteSha": "45a163ec96c894402169cad21090852ce44c0240", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-07-19 09:20:09 UTC", "User": "root" }, "Author": "Jason Foster [aut, cre]", "Maintainer": "Jason Foster ", "_user": "jasonjfoster", "_type": "src", "_file": "rolleigen_1.0.0.tar.gz", 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