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Fast rolling functions through Rcpp
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R CRAN release 0.3.0 Jun 6, 2018
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README.md

RcppRoll

CRAN status

This package provides windowed-versions of commonly-used mathematical and statistical functions.

Install the latest release from CRAN with:

install.packages("RcppRoll")

Or, install the development version with:

install_github("kevinushey/RcppRoll")
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