NEWS

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roll 1.1.8

• Implemented efficient algorithms for roll_median and roll_quantile functions

roll 1.1.7 (2024-04-05)

• New roll_crossprod function for computing rolling and expanding crossproducts of time-series data

• Restructured the C++ header files to be used by other packages

roll 1.1.5 (2020-07-05)

• Added hex sticker and improved documentation (#27, #28, #30)

• New roll_quantile function for computing rolling and expanding quantiles of time-series data

  • Note: roll_quantile function is not calculated using an online algorithm

• Fixed an issue in the roll_min and roll_max functions (#32)

roll 1.1.4 (2020-01-17)

• Fixed issues related to floating point arithmetic (#23, #24)

roll 1.1.3 (2019-10-04)

• Added vector support to each function (#20)

• Implemented efficient algorithms for roll_min and roll_max functions

• New roll_idxmin and roll_idxmax functions for computing rolling and expanding indices of minimums and maximums, respectively, of time-series data (#22)

roll 1.1.2 (2019-02-06)

• New roll_median, roll_min, roll_max, roll_any, and roll_all functions for computing rolling and expanding medians, minimums, maximums, any, and all, respectively, of time-series data (#4, #13, #14)

  • Note: roll_median, roll_min, and roll_max functions are not calculated using online algorithms

roll 1.1.1 (2018-08-11)

• Added online argument to process observations using online algorithms by default

• roll_lm function now returns standard errors (#7)

• Simplified checks for width and min_obs arguments (#3)

• Added y argument to roll_cov and roll_cor functions (#2)

• Deprecated less common functions (roll_eigen, roll_vif, and roll_pcr) and arguments (scale and center in the roll_lm function); also removed the parallel_for argument in favor of a new approach used internally

roll 1.0.7 (2017-05-01)

• New roll_sum and roll_prod functions for computing rolling and expanding sums and products, respectively, of time-series data

roll 1.0.6 (2016-09-19)

• Added intercept argument to roll_lm and roll_pcr functions

roll 1.0.5 (2016-08-29)

• Fixed an issue in the src/Makevars and src/Makevars.win files (#1)

roll 1.0.4 (2016-07-05)

• roll_lm and roll_pcr functions have been enhanced:

  • y can now be a matrix or xts object with multiple dependent variables

  • Added shorthand arguments for center and scale

• New roll_scale function for computing rolling and expanding scaling and centering of time-series data