R Observatory: Metrics for rolleigen version 1.0.1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

rolleigen

1.0.1Package record

Rolling Eigenanalysis

0packages depend

1.2Kdownloads / year

80.7%test coverage

13/13flavors OK

Overview

About

Maintained by Jason FosterCRAN page ↗GitHub ↗Issues ↗

Fast and efficient computation of rolling and expanding eigenanalysis for time-series data. The 'rolleigen' package decomposes the covariance matrix of the explanatory variables into eigenvalues and eigenvectors to perform principal component analysis (Pearson, 1901, doi:10.1080/14786440109462720; Hotelling, 1933, doi:10.1037/h0071325) and principal component regression (Massy, 1965, doi:10.1080/01621459.1965.10480787) over rolling and expanding windows. For each window, the eigenvalues and eigenvectors are computed from the covariance matrix and, optionally, ordered from the largest to smallest eigenvalue to summarize the directions of greatest variation in the data. A subset of leading components is then used to fit a regression that mitigates collinearity in the explanatory variables. Use cases include dimensionality reduction, factor extraction, and regression on collinear explanatory variables. The package supports rolling and expanding windows, weights, and handling of missing values via the min_obs, complete_obs, and na_restore arguments. The implementation uses the online and offline algorithms from the 'roll' package to compute rolling and expanding cross-products efficiently, with parallelism across columns and windows provided by 'RcppParallel'.

Changes in 1.0.1

Fixed an issue for the order argument in the roll_eigen function

From NEWS.md in the release

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("rolleigen", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("jasonjfoster/rolleigen")

Development version from jasonjfoster/rolleigen. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-rolleigen

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-rolleigen

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-rolleigen

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 3.2 min · r-devel-windows-x86_64

Status changes

OK13 OK2026-08-04
NOTE12 OK, 1 NOTE2026-08-01
OK6 OK2026-06-20

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.0.1

READMEYes · 339 wordsVignettesNoNEWSYes · 67% structured · mentions 1.0.1Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 3includes a package overview page
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: 33%

How these are measured

Downloads

1.2K

CRAN downloads in the past year

Rank #15,154 · ~3/day · ~104/mo

Releases R versions

Daily download trend is not available in this view yet.

30430 days

80790 days

1.2K1 year

Compare downloads with other packages →

Also on57 r2u2 autocran

How downloads are counted

Repository

jasonjfoster/rolleigen ↗Account: jasonjfoster

3Stars

0Forks

0Open issues

0Open PRs

0Releases

70Commits

1Commit identities

algorithmseigenrrcpppackage

70 commits · Last activity 2026-10-10

Responsiveness

not measured

Stars over time

2024-09-05 · 32026-07-07 · 3

How these are measured

PracticesBeta

4 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/jasonjfoster/rolleigen on 2026-10-21.

Continuous integration (2)

GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Governance and community (1)

The repository owner accepts GitHub Sponsors

Coverage (1)

Coverage reporting

How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies

11 external dependencies (excludes base and recommended)

Installing rolleigen adds 4 packages (4 with compiled code, 3.6 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppArmadillo 1.0 MB, RcppParallel 744 KB.

Depends (1)

R >= 3.5.0

Imports (2)

Rcpp RcppParallel

LinkingTo (4)

Rcpp RcppArmadillo RcppParallel roll

Suggests (5)

covr pls roll testthat zoo

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

People & History

People (1)

Jason Foster

Author, Maintainer since 1.0.0 (2026)

Releases (2)

Pick two releases to compare their code metrics.

1.0.1Latest
record
2026-10-11 · current release · diff ↗
1.0.0
record
2026-06-19
R
R 4.6.0 released · 2026-04-24

Package metadata

First published: 2026-06-19
Total releases: 2 / 1 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.5.0
Download size: 21 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("rolleigen")

Format

Foster, J. (2026). rolleigen: Rolling Eigenanalysis (Version 1.0.1) [Computer software]. https://doi.org/10.32614/CRAN.package.rolleigen

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.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for rolleigen version 1.0.1 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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