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This package was removed from CRAN on 2023-09-18. Its history is shown below.
Reason: issues were not corrected in time. Incorrect use of headers
Details below reflect version 0.1.4, its last release before removal.

rollRegres

0.1.4Package record

Fast Rolling and Expanding Window Linear Regression

0packages depend
–downloads / year
–test coverage
–flavors OK

Overview

About

Methods for fast rolling and expanding linear regression models. That is, series of linear regression models estimated on either an expanding window of data or a moving window of data. The methods use rank-one updates and downdates of the upper triangular matrix from a QR decomposition (see Dongarra, Moler, Bunch, and Stewart (1979) doi:10.1137/1.9781611971811).

Changes in 0.1.4
  • added missing char array length arguments to Fortran calls.
  • fix an issue with the group argument when the first group(s) is ignored there is a "hole" in the subsequent window. This previously caused a crash.

From NEWS.md in the release

Install

Health

CRAN checks

CRAN check results are not tracked yet.

Advisories

none known

Documentation

In release 0.1.4
READMENoVignettesYes · 1 · dynamicNEWSYes · 100% structured · mentions 0.1.4Citation fileNoWebsitenot declared in DESCRIPTION
Help pages
2
Examples that run
100%2 run in a plain check
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
50%

Downloads

Daily download trend is not available in this view yet.
Also on275 r2u83 c2d4u

Dependencies

Declared dependencies
11 external dependencies (excludes base and recommended)
Depends (0)
none
Imports (2)
LinkingTo (2)
Enhances (0)
none
Reverse dependencies
0direct
–indirect (not tracked)

Nothing depends on this yet.

Code & Tests

People & History

People (2)
Maintainer since 0.1.0 (2018), Author
Copyright holder · added in 0.1.3
Releases (5)

Pick two releases to compare their code metrics.

  • R
    R 4.4.0 released · 2024-04-24
  • archivedRemoved from CRAN
    2023-09-18
    issues were not corrected in time Incorrect use of headers
  • R
    R 4.3.0 released · 2023-04-21
  • 0.1.4
    record
    2022-05-04 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • unarchivedReturned to CRAN
    2019-11-25
  • 0.1.3
    record
    2019-11-25 · diff ↗
  • archivedRemoved from CRAN
    2019-11-21
    misrepresentation of authorship No credit for included LINPACK routines
  • 0.1.2
    record
    2019-04-26 · diff ↗
  • R
    R 3.6.0 released · 2019-04-26
  • 0.1.1
    record
    2018-09-12 · diff ↗
  • 0.1.0
    record
    2018-07-02
  • R
    R 3.5.0 released · 2018-04-23

Package metadata

First published
2018-07-02
Total releases
5 / 8 yrs
License
GPL-2 OSI
Copyright
(c) 2018-2019 Benjamin Christoffersen, except dchud.f and dchdd.f. They are originally from LINPACK and are in the public domain in the United States. They are modified by Madeleine Thompson.

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("rollRegres")
Christoffersen, B., & Thompson, M. (n.d.). rollRegres: Fast Rolling and Expanding Window Linear Regression (Version 0.1.4) [Computer software]. Retrieved October 25, 2026, from https://CRAN.R-project.org/package=rollRegres

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for rollRegres version 0.1.4 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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