{ "_id": "6a1f9b9eb401979e73430b0b", "Package": "roll", "Type": "Package", "Title": "Rolling and Expanding Statistics", "Version": "1.2.2", "Authors@R": "person(\"Jason\", \"Foster\", , \"jason.j.foster@gmail.com\", c(\"aut\", \"cre\"))", "Description": "Fast and efficient computation of rolling and expanding\nstatistics for time-series data. The default algorithm in the\n'roll' package is an online algorithm that, as observations are\nadded to and removed from a window, updates statistics and\ndiscards observations from memory (Welford, 1962,\n; West, 1979,\n); as a result, the amount of time\nto evaluate each function is significantly shorter as the\ncomputation is independent of the window. In contrast, an\noffline algorithm requires all observations in memory to\ncalculate the statistic for each window, so users can trade\nspeed for accuracy and select the offline algorithm by setting\nthe online argument to FALSE. Quantiles are computed from the\ninverse of the empirical distribution function with averaging\nat discontinuities (Hyndman and Fan, 1996,\n). Use cases include\nrolling summary statistics, time-varying relationships between\nvariables, and feature engineering for forecasting and signal\nconstruction. The package supports rolling and expanding\nwindows, weights, and handling of missing values via the\nmin_obs, complete_obs, and na_restore arguments. The\nimplementation uses 'RcppParallel' to parallelize the online\nalgorithms across columns and the offline algorithms across\nwindows.", "License": "GPL (>= 2)", "URL": "https://github.com/jasonjfoster/roll", "BugReports": "https://github.com/jasonjfoster/roll/issues", "SystemRequirements": "GNU make", "Encoding": "UTF-8", "Config/roxygen2/old_usage": "TRUE", "Config/roxygen2/version": "8.0.0", "Config/pak/sysreqs": "make", "Repository": "https://fastverse.r-universe.dev", "Date/Publication": "2026-06-03 00:09:33 UTC", "RemoteUrl": "https://github.com/jasonjfoster/roll", "RemoteRef": "HEAD", "RemoteSha": "8dabce8da4051066b6e2ef943838b03b6037707b", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-06-03 03:06:08 UTC", "User": "root" }, "Author": "Jason Foster [aut, cre]", "Maintainer": "Jason Foster ", "MD5sum": "5db5f4817df8e88f7dea9d93cb2f9c69", "_user": "fastverse", "_type": "src", "_file": "roll_1.2.2.tar.gz", "_fileid": "e1cf1d4424a4834e482449642ed8d57ba74c475d3e0dbd74f7c996a55370a893", "_filesize": 248308, "_sha256": "e1cf1d4424a4834e482449642ed8d57ba74c475d3e0dbd74f7c996a55370a893", "_created": "2026-06-03T03:06:08.000Z", "_published": "2026-06-03T03:12:30.170Z", "_distro": "noble", "_jobs": [ { "job": 79215048608, "time": 211, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "7374971164" }, { "job": 79215048666, "time": 213, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7374970823" }, { "job": 79215048637, "time": 204, "config": "linux-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7374969829" }, { "job": 79215048620, "time": 210, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7374970015" }, { "job": 79215048657, "time": 139, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7374956104" }, { "job": 79215048631, "time": 327, "config": "macos-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "7374994938" }, { "job": 79215048656, "time": 152, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7374958646" }, { "job": 79215048640, "time": 315, "config": "macos-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7374992481" }, { "job": 79214671210, "time": 230, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7374928182" }, { "job": 79215048659, "time": 115, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7374951570" }, { "job": 79215048604, "time": 193, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7374966895" }, { "job": 79215048633, "time": 187, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7374965898" }, { "job": 79215048652, "time": 197, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7374967776" } ], "_buildurl": "https://github.com/r-universe/fastverse/actions/runs/26861104646", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/jasonjfoster/roll", "_commit": { "id": "8dabce8da4051066b6e2ef943838b03b6037707b", "author": "Jason Foster ", "committer": "Jason Foster ", "message": "Version: 1.2.2\n", "time": 1780445373 }, "_maintainer": { "name": "Jason Foster", "email": "jason.j.foster@gmail.com", "login": "jasonjfoster", "description": "", "uuid": 7542282 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.5.0", "role": "Depends" }, { "package": "Rcpp", "role": "LinkingTo" }, { "package": "RcppArmadillo", "role": "LinkingTo" }, { "package": "RcppParallel", "role": "LinkingTo" }, { "package": "Rcpp", "role": "Imports" }, { "package": "RcppParallel", "role": "Imports" }, { "package": "covr", "role": "Suggests" }, { "package": "testthat", "role": "Suggests" }, { "package": "zoo", "role": "Suggests" } ], "_owner": "jasonjfoster", "_selfowned": false, "_usedby": 11, "_updates": [ { "week": "2025-23", "n": 1 }, { "week": "2025-24", "n": 2 }, { "week": "2025-27", "n": 1 }, { "week": "2025-28", "n": 2 }, { "week": "2025-30", "n": 1 }, { "week": "2025-31", "n": 1 }, { "week": "2025-32", "n": 1 }, { "week": "2025-33", "n": 1 }, { "week": "2025-40", "n": 3 }, { "week": "2025-50", "n": 1 }, { "week": "2026-03", "n": 2 }, { "week": "2026-07", "n": 2 }, { "week": "2026-09", "n": 1 }, { "week": "2026-10", "n": 2 }, { "week": "2026-16", "n": 1 }, { "week": "2026-19", "n": 1 }, { "week": "2026-22", "n": 3 }, { "week": "2026-23", "n": 2 } ], "_tags": [], "_topics": [ "algorithms", "rcpp", "statistics", "openblas", "cpp", "openmp" ], "_stars": 118, "_contributors": [ { "user": "jasonjfoster", "count": 278, "uuid": 7542282 }, { "user": "yutannihilation", "count": 1, "uuid": 1978793 } ], "_userbio": { "uuid": 105517888, "type": "organization", "name": "fastverse", "description": "An Extensible Suite of High-Performance and Low-Dependency Packages for Statistical Computing and Data Manipulation in R" }, "_downloads": { "count": 4477, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/roll" }, "_mentions": 1, "_devurl": "https://github.com/jasonjfoster/roll", "_searchresults": 398, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "extra/roll.html", "manual.pdf" ], "_homeurl": "https://github.com/jasonjfoster/roll", "_realowner": "jasonjfoster", "_cranurl": true, "_releases": [ { "version": "1.0.0", "date": "2016-04-03" }, { "version": "1.0.1", "date": "2016-04-05" }, { "version": "1.0.2", "date": "2016-04-07" }, { "version": "1.0.3", "date": "2016-05-08" }, { "version": "1.0.4", "date": "2016-07-05" }, { "version": "1.0.5", "date": "2016-08-29" }, { "version": "1.0.6", "date": "2016-09-19" }, { "version": "1.0.7", "date": "2017-05-01" }, { "version": "1.1.1", "date": "2018-08-11" }, { "version": "1.1.2", "date": "2019-02-06" }, { "version": "1.1.3", "date": "2019-10-04" }, { "version": "1.1.4", "date": "2020-01-17" }, { "version": "1.1.5", "date": "2020-07-05" }, { "version": "1.1.6", "date": "2020-07-13" }, { "version": "1.1.7", "date": "2024-04-05" }, { "version": "1.2.0", "date": "2025-08-22" }, { "version": "1.2.1", "date": "2026-03-28" } ], "_exports": [ "roll_all", "roll_any", "roll_cor", "roll_cov", "roll_crossprod", "roll_idxmax", "roll_idxmin", "roll_lm", "roll_max", "roll_mean", "roll_median", "roll_min", "roll_prod", "roll_quantile", "roll_scale", "roll_sd", "roll_sum", "roll_var" ], "_help": [ { "page": "roll-package", "title": "Rolling and Expanding Statistics", "topics": [ "roll-package", "roll" ] }, { "page": "roll_all", "title": "Rolling All", "topics": [ "roll_all" ] }, { "page": "roll_any", "title": "Rolling Any", "topics": [ "roll_any" ] }, { "page": "roll_cor", "title": "Rolling Correlations", "topics": [ "roll_cor" ] }, { "page": "roll_cov", "title": "Rolling Covariances", "topics": [ "roll_cov" ] }, { "page": "roll_crossprod", "title": "Rolling Crossproducts", "topics": [ "roll_crossprod" ] }, { "page": "roll_idxmax", "title": "Rolling Index of Maximums", "topics": [ "roll_idxmax" ] }, { "page": "roll_idxmin", "title": "Rolling Index of Minimums", "topics": [ "roll_idxmin" ] }, { "page": "roll_lm", "title": "Rolling Linear Models", "topics": [ "roll_lm" ] }, { "page": "roll_max", "title": "Rolling Maximums", "topics": [ "roll_max" ] }, { "page": "roll_mean", "title": "Rolling Means", "topics": [ "roll_mean" ] }, { "page": "roll_median", "title": "Rolling Medians", "topics": [ "roll_median" ] }, { "page": "roll_min", "title": "Rolling Minimums", "topics": [ "roll_min" ] }, { "page": "roll_prod", "title": "Rolling Products", "topics": [ "roll_prod" ] }, { "page": "roll_quantile", "title": "Rolling Quantiles", "topics": [ "roll_quantile" ] }, { "page": "roll_scale", "title": "Rolling Scaling and Centering", "topics": [ "roll_scale" ] }, { "page": "roll_sd", "title": "Rolling Standard Deviations", "topics": [ "roll_sd" ] }, { "page": "roll_sum", "title": "Rolling Sums", "topics": [ "roll_sum" ] }, { "page": "roll_var", "title": "Rolling Variances", "topics": [ "roll_var" ] } ], "_pkglogo": "https://github.com/jasonjfoster/roll/raw/HEAD/man/figures/logo.png", "_readme": "https://github.com/jasonjfoster/roll/raw/HEAD/README.md", "_rundeps": [ "Rcpp", "RcppArmadillo", "RcppParallel" ], "_sysdeps": [ { "shlib": "liblapack", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.26+ds-1ubuntu0.1", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libblas", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.26+ds-1ubuntu0.1", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libstdc++", "package": "libstdc++6", "source": "gcc", "version": "14.2.0-4ubuntu2~24.04.1", "name": "c++", "homepage": "http://gcc.gnu.org/", "description": "GNU Standard C++ Library v3" }, { "shlib": "libgomp", "package": "libgomp1", "source": "gcc", "version": "14.2.0-4ubuntu2~24.04.1", "name": "openmp", "homepage": "http://gcc.gnu.org/", "description": "GCC OpenMP (GOMP) support library" } ], "_score": 9.79550862308047, "_indexed": false, "_nocasepkg": "roll", "_universes": [ "fastverse" ], "_indexurl": "https://jasonjfoster.r-universe.dev/roll", "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.2.2", "date": "2026-06-03T03:08:51.000Z", "distro": "noble", "arch": "aarch64", "commit": "8dabce8da4051066b6e2ef943838b03b6037707b", "fileid": "fae3e5effa526e5d488eadec4b4eef986a7047af18e6f5b231a5daac71aa1839", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/fastverse/actions/runs/26861104646" }, { "r": "4.7.0", "os": "linux", "version": "1.2.2", "date": "2026-06-03T03:08:42.000Z", "distro": "noble", "arch": "x86_64", "commit": "8dabce8da4051066b6e2ef943838b03b6037707b", "fileid": "2b7f8b147eed70a4c1c879eded830ea6d9a7c83b60e5b3f01189804297c8d317", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/fastverse/actions/runs/26861104646" }, { "r": "4.6.0", "os": "linux", "version": "1.2.2", "date": "2026-06-03T03:08:40.000Z", "distro": "noble", "arch": "aarch64", "commit": "8dabce8da4051066b6e2ef943838b03b6037707b", "fileid": "97cc3a2dfdf0940c06f70b54c5b32b9814f8c8970fcde409d79cd070241156a0", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/fastverse/actions/runs/26861104646" }, { "r": "4.6.0", "os": "linux", "version": "1.2.2", "date": "2026-06-03T03:08:41.000Z", "distro": "noble", "arch": "x86_64", "commit": "8dabce8da4051066b6e2ef943838b03b6037707b", "fileid": "3bb25f09a657ae93da3506f14645c64399256babfce0a26c25c235fa779bd885", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/fastverse/actions/runs/26861104646" }, { "r": "4.5.3", "os": "mac", "version": "1.2.2", "date": "2026-06-03T03:07:59.000Z", "arch": "aarch64", "commit": "8dabce8da4051066b6e2ef943838b03b6037707b", "fileid": "f4d1c0eba0c25230e9e4975f04ee98bc90fb5b624ff88db6f471de777e391067", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/fastverse/actions/runs/26861104646" }, { "r": "4.5.3", "os": "mac", "version": "1.2.2", "date": "2026-06-03T03:09:37.000Z", "arch": "x86_64", "commit": "8dabce8da4051066b6e2ef943838b03b6037707b", "fileid": "4f02f6b02ada1fa584ccc1a20465aebbf1899f5850245934d3e44924f4d3c8f4", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/fastverse/actions/runs/26861104646" }, { "r": "4.6.0", "os": "mac", "version": "1.2.2", "date": "2026-06-03T03:08:07.000Z", "arch": "aarch64", "commit": "8dabce8da4051066b6e2ef943838b03b6037707b", "fileid": "4d9fbf870144c7598c73c502d795eea500b5efab21cc10f06f9d50e941167b06", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/fastverse/actions/runs/26861104646" }, { "r": "4.6.0", "os": "mac", "version": "1.2.2", "date": "2026-06-03T03:09:22.000Z", "arch": "x86_64", "commit": "8dabce8da4051066b6e2ef943838b03b6037707b", "fileid": "8d30fd2bd5a6d39d546e7f08a275c2bd13e314c821ec083357e8e57e50bb15e0", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/fastverse/actions/runs/26861104646" }, { "r": "4.6.0", "os": "wasm", "version": "1.2.2", "date": "2026-06-03T03:08:31.000Z", "arch": "emscripten", "commit": "8dabce8da4051066b6e2ef943838b03b6037707b", "fileid": "f978b6baa5416700cc6687fe7d4f07e67b1ee38d36b94e3c45a940bd49dde928", "status": "success", "buildurl": "https://github.com/r-universe/fastverse/actions/runs/26861104646" }, { "r": "4.7.0", "os": "win", "version": "1.2.2", "date": "2026-06-03T03:07:39.000Z", "arch": "x86_64", "commit": "8dabce8da4051066b6e2ef943838b03b6037707b", "fileid": "8f78914df5b083f3a1e87ab83e9c204edb8a4a8667da1707df9c79ec9538e8e2", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/fastverse/actions/runs/26861104646" }, { "r": "4.5.3", "os": "win", "version": "1.2.2", "date": "2026-06-03T03:07:40.000Z", "arch": "x86_64", "commit": "8dabce8da4051066b6e2ef943838b03b6037707b", "fileid": "a373492ca84ae1e578dc78d8e4f8f10910239013bbcb2c6796d3193427d98447", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/fastverse/actions/runs/26861104646" }, { "r": "4.6.0", "os": "win", "version": "1.2.2", "date": "2026-06-03T03:07:43.000Z", "arch": "x86_64", "commit": "8dabce8da4051066b6e2ef943838b03b6037707b", "fileid": "d5ba10fa0354894b2435cb8c987e70b23b322884ac9f61680226d916bf4e6721", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/fastverse/actions/runs/26861104646" } ] }