Package: rolloptim 1.0
rolloptim: Rolling Optimizations
Analytical computation of rolling optimizations for time-series data.
Authors:
rolloptim_1.0.tar.gz
rolloptim_1.0.zip(r-4.5)rolloptim_1.0.zip(r-4.4)rolloptim_1.0.zip(r-4.3)
rolloptim_1.0.tgz(r-4.4-x86_64)rolloptim_1.0.tgz(r-4.4-arm64)rolloptim_1.0.tgz(r-4.3-x86_64)rolloptim_1.0.tgz(r-4.3-arm64)
rolloptim_1.0.tar.gz(r-4.5-noble)rolloptim_1.0.tar.gz(r-4.4-noble)
rolloptim_1.0.tgz(r-4.4-emscripten)rolloptim_1.0.tgz(r-4.3-emscripten)
rolloptim.pdf |rolloptim.html✨
rolloptim/json (API)
| # Install 'rolloptim' in R: |
| install.packages('rolloptim', repos = c('https://jasonjfoster.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/jasonjfoster/rollport/issues
Uses libs:
Last updated 6 months agofrom:1c4c08bcde. Checks:OK: 3 NOTE: 6. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 17 2024 |
| R-4.5-win-x86_64 | OK | Nov 17 2024 |
| R-4.5-linux-x86_64 | OK | Nov 17 2024 |
| R-4.4-win-x86_64 | NOTE | Nov 17 2024 |
| R-4.4-mac-x86_64 | NOTE | Nov 17 2024 |
| R-4.4-mac-aarch64 | NOTE | Nov 17 2024 |
| R-4.3-win-x86_64 | NOTE | Nov 17 2024 |
| R-4.3-mac-x86_64 | NOTE | Nov 17 2024 |
| R-4.3-mac-aarch64 | NOTE | Nov 17 2024 |
Exports:roll_max_meanroll_max_utilityroll_min_rssroll_min_var
Dependencies:RcppRcppArmadilloRcppParallel
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Rolling Optimizations | rolloptim-package rolloptim |
| Rolling Optimizations to Maximize Mean | roll_max_mean |
| Rolling Optimizations to Maximize Utility | roll_max_utility |
| Rolling Optimizations to Minimize Residual Sum of Squares | roll_min_rss |
| Rolling Optimizations to Minimize Variance | roll_min_var |
