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R package for fast rolling and expanding linear regression models
R C++ Fortran C
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man add method to deal with gaps in data Sep 3, 2018
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rollRegres.Rproj

README.md

rollRegres

Build Status on Travis CRAN RStudio mirror downloads

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.

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