Package: rolleigen 1.0

rolleigen: Rolling Eigenanalysis

Fast and efficient computation of rolling and expanding eigenanalysis for time-series data.

Authors:Jason Foster

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rolleigen.pdf |rolleigen.html✨
rolleigen/json (API)

# Install 'rolleigen' in R:
install.packages('rolleigen', repos = c('https://jasonjfoster.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/jasonjfoster/rolleigen/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

algorithmseigenrcpp

3.08 score 3 stars 4 scripts 2 exports 4 dependencies

Last updated 6 months agofrom:f4d3eb4074. Checks:OK: 1 NOTE: 8. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 19 2024
R-4.5-win-x86_64NOTEAug 19 2024
R-4.5-linux-x86_64NOTEAug 19 2024
R-4.4-win-x86_64NOTEAug 19 2024
R-4.4-mac-x86_64NOTEAug 19 2024
R-4.4-mac-aarch64NOTEAug 19 2024
R-4.3-win-x86_64NOTEAug 19 2024
R-4.3-mac-x86_64NOTEAug 19 2024
R-4.3-mac-aarch64NOTEAug 19 2024

Exports:roll_eigenroll_pcr

Dependencies:RcppRcppArmadilloRcppParallelroll