fromo

Last update 17 September 2026

Copyright license GNU Lesser General Public License, version 3.0

Software version identifier 0.2.1, PACKAGES.rds, 0.1.3, 0.2.0, 0.2.2, 0.2.3, 0.2.4, 0.2.5

Description

Fast, numerically robust computation of weighted moments via 'Rcpp'. Supports computation on vectors and matrices, and Monoidal append of moments. Moments and cumulants over running fixed length windows can be computed, as well as over time-based windows. Moment computations are via a generalization of Welford's method, as described by Bennett et. (2009) <doi:10.1109/CLUSTR.2009.5289161>.

Cites work

Numerically stable, single-pass, parallel statistics algorithms

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