R: Fast Robust Moments

# Fast Robust Moments

## Documentation for package ‘fromo’ version 0.2.4

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package README

## Help Pages

fromo-package | Fast Robust Moments.
%-% | unconcatenate centsums objects.
%-%-method | unconcatenate centcosums objects.
%-%-method | unconcatenate centsums objects.
accessor | Accessor methods.
as.centcosums | Coerce to a centcosums object.
as.centcosums.default | Coerce to a centcosums object.
as.centsums | Coerce to a centsums object.
as.centsums.default | Coerce to a centsums object.
c.centcosums | concatenate centcosums objects.
c.centsums | concatenate centsums objects.
cent2raw | Convert between different types of moments, raw, central, standardized.
centcosums | centcosums Class.
centcosums-accessor | Accessor methods.
centcosums-class | centcosums Class.
centsums | centsums Class.
centsums-class | centsums Class.
cent_comoments | Multivariate centered sums; join and unjoined.
cent_cosums | Multivariate centered sums; join and unjoined.
cent_cumulants | Compute first K moments
cent_moments | Compute first K moments
cent_sums | Centered sums; join and unjoined.
comoments | Accessor methods.
comoments-method | Accessor methods.
cosums | Accessor methods.
cosums-method | Accessor methods.
fromo | Fast Robust Moments.
fromo-NEWS | News for package 'fromo':
initialize,centcosums-class | centcosums Class.
initialize,centsums-class | centsums Class.
initialize-method | centcosums Class.
initialize-method | centsums Class.
join_cent_cosums | Multivariate centered sums; join and unjoined.
join_cent_sums | Centered sums; join and unjoined.
kurt5 | Compute first K moments
moments | Accessor methods.
moments-method | Accessor methods.
running_apx_median | Compute approximate quantiles over a sliding window
running_apx_quantiles | Compute approximate quantiles over a sliding window
running_centered | Compare data to moments computed over a sliding window.
running_cent_moments | Compute first K moments over a sliding window
running_correlation | Compute covariance, correlation, regression over a sliding window
running_covariance | Compute covariance, correlation, regression over a sliding window
running_covariance_3 | Compute covariance, correlation, regression over a sliding window
running_cumulants | Compute first K moments over a sliding window
running_kurt | Compute first K moments over a sliding window
running_kurt5 | Compute first K moments over a sliding window
running_mean | Compute sums or means over a sliding window.
running_regression_diagnostics | Compute covariance, correlation, regression over a sliding window
running_regression_fit | Compute covariance, correlation, regression over a sliding window
running_regression_intercept | Compute covariance, correlation, regression over a sliding window
running_regression_slope | Compute covariance, correlation, regression over a sliding window
running_scaled | Compare data to moments computed over a sliding window.
running_sd | Compute first K moments over a sliding window
running_sd3 | Compute first K moments over a sliding window
running_sharpe | Compare data to moments computed over a sliding window.
running_skew | Compute first K moments over a sliding window
running_skew4 | Compute first K moments over a sliding window
running_std_moments | Compute first K moments over a sliding window
running_sum | Compute sums or means over a sliding window.
running_tstat | Compare data to moments computed over a sliding window.
running_zscored | Compare data to moments computed over a sliding window.
sd3 | Compute first K moments
show | Show a centsums object.
show-method | Show a centsums object.
skew4 | Compute first K moments
std_cumulants | Compute first K moments
std_moments | Compute first K moments
sums | Accessor methods.
sums-method | Accessor methods.
sums-method | Accessor methods.
t_running_apx_median | Compute approximate quantiles over a sliding time window
t_running_apx_quantiles | Compute approximate quantiles over a sliding time window
t_running_centered | Compare data to moments computed over a time sliding window.
t_running_cent_moments | Compute first K moments over a sliding time-based window
t_running_correlation | Compute covariance, correlation, regression over a sliding time-based window
t_running_covariance | Compute covariance, correlation, regression over a sliding time-based window
t_running_covariance_3 | Compute covariance, correlation, regression over a sliding time-based window
t_running_cumulants | Compute first K moments over a sliding time-based window
t_running_kurt | Compute first K moments over a sliding time-based window
t_running_kurt5 | Compute first K moments over a sliding time-based window
t_running_mean | Compute sums or means over a sliding time window.
t_running_regression_diagnostics | Compute covariance, correlation, regression over a sliding time-based window
t_running_regression_fit | Compute covariance, correlation, regression over a sliding time-based window
t_running_regression_intercept | Compute covariance, correlation, regression over a sliding time-based window
t_running_regression_slope | Compute covariance, correlation, regression over a sliding time-based window
t_running_scaled | Compare data to moments computed over a time sliding window.
t_running_sd | Compute first K moments over a sliding time-based window
t_running_sd3 | Compute first K moments over a sliding time-based window
t_running_sharpe | Compare data to moments computed over a time sliding window.
t_running_skew | Compute first K moments over a sliding time-based window
t_running_skew4 | Compute first K moments over a sliding time-based window
t_running_std_moments | Compute first K moments over a sliding time-based window
t_running_sum | Compute sums or means over a sliding time window.
t_running_tstat | Compare data to moments computed over a time sliding window.
t_running_zscored | Compare data to moments computed over a time sliding window.
unjoin_cent_cosums | Multivariate centered sums; join and unjoined.
unjoin_cent_sums | Centered sums; join and unjoined.