Package: rolloptim 1.0

rolloptim: Rolling Optimizations

Analytical computation of rolling optimizations for time-series data.

Authors:Jason Foster

rolloptim_1.0.tar.gz
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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'))

Peer review:

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

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

On CRAN:

algorithmsoptimizationrcppopenblascppopenmp

2.60 score 4 stars 4 scripts 4 exports 3 dependencies

Last updated 8 months agofrom:1c4c08bcde. Checks:3 OK, 6 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKJan 16 2025
R-4.5-win-x86_64OKJan 16 2025
R-4.5-linux-x86_64OKJan 16 2025
R-4.4-win-x86_64NOTEJan 16 2025
R-4.4-mac-x86_64NOTEJan 16 2025
R-4.4-mac-aarch64NOTEJan 16 2025
R-4.3-win-x86_64NOTEJan 16 2025
R-4.3-mac-x86_64NOTEJan 16 2025
R-4.3-mac-aarch64NOTEJan 16 2025

Exports:roll_max_meanroll_max_utilityroll_min_rssroll_min_var

Dependencies:RcppRcppArmadilloRcppParallel