Request for roll_mad - Githubissues

kevinushey / RcppRoll

Fast rolling functions through Rcpp

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Open SimonCousseau opened 5 years ago

SimonCousseau commented 5 years ago

It would be great if you could add a roll_mad (for median absolute deviation : median(abs(Xi - median(X))) ) in the functions of your package.

dimfalk commented 11 months ago

It's been some time but I'd also appreciate if this feature could be included.