runstats

Fast Computation of Running Statistics for Time Series

v1.1.0 · Nov 14, 2019 · GPL-3

Description

Provides methods for fast computation of running sample statistics for time series. These include: (1) mean, (2) standard deviation, and (3) variance over a fixed-length window of time-series, (4) correlation, (5) covariance, and (6) Euclidean distance (L2 norm) between short-time pattern and time-series. Implemented methods utilize Convolution Theorem to compute convolutions via Fast Fourier Transform (FFT).

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CRAN Check Status

3 NOTE

11 OK

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	OK	37.3s
r-devel-linux-x86_64-debian-gcc	OK	29s
r-devel-linux-x86_64-fedora-clang	OK	56.1s
r-devel-linux-x86_64-fedora-gcc	OK	68.3s
r-devel-macos-arm64	OK	22s
r-devel-windows-x86_64	OK	58s
r-oldrel-macos-arm64	NOTE
r-oldrel-macos-x86_64	NOTE	47s
r-oldrel-windows-x86_64	NOTE	67s
r-patched-linux-x86_64	OK	34s
r-release-linux-x86_64	OK	33.1s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	57s
r-release-windows-x86_64	OK	58s

Check details (6 non-OK)

NOTE r-oldrel-macos-arm64

LazyData

'LazyData' is specified without a 'data' directory

NOTE r-oldrel-macos-arm64

installed package size

installed size is  5.2Mb
  sub-directories of 1Mb or more:
    doc   4.7Mb

NOTE r-oldrel-macos-x86_64

LazyData

'LazyData' is specified without a 'data' directory

NOTE r-oldrel-macos-x86_64

installed package size

installed size is  5.2Mb
  sub-directories of 1Mb or more:
    doc   4.7Mb

NOTE r-oldrel-windows-x86_64

LazyData

'LazyData' is specified without a 'data' directory

NOTE r-oldrel-windows-x86_64

installed package size

installed size is  5.2Mb
  sub-directories of 1Mb or more:
    doc   4.7Mb

Check History

NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

NOTE r-oldrel-macos-arm64

installed package size

installed size is  5.2Mb
  sub-directories of 1Mb or more:
    doc   4.7Mb

NOTE r-oldrel-macos-x86_64

installed package size

installed size is  5.2Mb
  sub-directories of 1Mb or more:
    doc   4.7Mb

NOTE r-oldrel-windows-x86_64

installed package size

installed size is  5.2Mb
  sub-directories of 1Mb or more:
    doc   4.7Mb

Reverse Dependencies (1)

imports

arctools

Dependency Network

Version History

new 1.1.0 Mar 10, 2026

updated 1.1.0 ← 1.0.1 diff Nov 13, 2019

new 1.0.1 Mar 12, 2019