Fast Robust Moments

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Documentation for package ‘fromo’ version 0.2.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

fromo-package	Fast Robust Moments.
%-%	unconcatenate centsums objects.
%-%-method	unconcatenate centcosums objects.
%-%-method	unconcatenate centsums objects.
accessor	Accessor methods.
as.centcosums	Coerce to a centcosums object.
as.centcosums.default	Coerce to a centcosums object.
as.centsums	Coerce to a centsums object.
as.centsums.default	Coerce to a centsums object.
c.centcosums	concatenate centcosums objects.
c.centsums	concatenate centsums objects.
cent2raw	Convert between different types of moments, raw, central, standardized.
centcosums	centcosums Class.
centcosums-accessor	Accessor methods.
centcosums-class	centcosums Class.
centsums	centsums Class.
centsums-class	centsums Class.
cent_comoments	Multivariate centered sums; join and unjoined.
cent_cosums	Multivariate centered sums; join and unjoined.
cent_cumulants	Compute first K moments
cent_moments	Compute first K moments
cent_sums	Centered sums; join and unjoined.
comoments	Accessor methods.
comoments-method	Accessor methods.
cosums	Accessor methods.
cosums-method	Accessor methods.
fromo-NEWS	News for package 'fromo':
initialize,centcosums-class	centcosums Class.
initialize,centsums-class	centsums Class.
initialize-method	centcosums Class.
initialize-method	centsums Class.
join_cent_cosums	Multivariate centered sums; join and unjoined.
join_cent_sums	Centered sums; join and unjoined.
kurt5	Compute first K moments
moments	Accessor methods.
moments-method	Accessor methods.
running_apx_median	Compute approximate quantiles over a sliding window
running_apx_quantiles	Compute approximate quantiles over a sliding window
running_centered	Compare data to moments computed over a sliding window.
running_cent_moments	Compute first K moments over a sliding window
running_cumulants	Compute first K moments over a sliding window
running_kurt	Compute first K moments over a sliding window
running_kurt5	Compute first K moments over a sliding window
running_mean	Compute sums or means over a sliding window.
running_scaled	Compare data to moments computed over a sliding window.
running_sd	Compute first K moments over a sliding window
running_sd3	Compute first K moments over a sliding window
running_sharpe	Compare data to moments computed over a sliding window.
running_skew	Compute first K moments over a sliding window
running_skew4	Compute first K moments over a sliding window
running_std_moments	Compute first K moments over a sliding window
running_sum	Compute sums or means over a sliding window.
running_tstat	Compare data to moments computed over a sliding window.
running_zscored	Compare data to moments computed over a sliding window.
sd3	Compute first K moments
show	Show a centsums object.
show-method	Show a centsums object.
skew4	Compute first K moments
std_cumulants	Compute first K moments
std_moments	Compute first K moments
sums	Accessor methods.
sums-method	Accessor methods.
sums-method	Accessor methods.
t_running_apx_median	Compute approximate quantiles over a sliding time window
t_running_apx_quantiles	Compute approximate quantiles over a sliding time window
t_running_centered	Compare data to moments computed over a time sliding window.
t_running_cent_moments	Compute first K moments over a sliding time-based window
t_running_cumulants	Compute first K moments over a sliding time-based window
t_running_kurt	Compute first K moments over a sliding time-based window
t_running_kurt5	Compute first K moments over a sliding time-based window
t_running_mean	Compute sums or means over a sliding time window.
t_running_scaled	Compare data to moments computed over a time sliding window.
t_running_sd	Compute first K moments over a sliding time-based window
t_running_sd3	Compute first K moments over a sliding time-based window
t_running_sharpe	Compare data to moments computed over a time sliding window.
t_running_skew	Compute first K moments over a sliding time-based window
t_running_skew4	Compute first K moments over a sliding time-based window
t_running_std_moments	Compute first K moments over a sliding time-based window
t_running_sum	Compute sums or means over a sliding time window.
t_running_tstat	Compare data to moments computed over a time sliding window.
t_running_zscored	Compare data to moments computed over a time sliding window.
unjoin_cent_cosums	Multivariate centered sums; join and unjoined.
unjoin_cent_sums	Centered sums; join and unjoined.