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. |