rollRegres

This package contains functions for fast rolling and expanding linear regression models. You can install the package from CRAN by calling

install.packages("rollRegres")

or from Github by calling

devtools::install_github("boennecd/rollRegres", upgrade_dependencies = FALSE, 
                         build_vignettes = TRUE)

See vignette("Comparisons", package = "rollRegres") for examples of how to use the functions.