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shabbychef
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fromo
Fast Robust Moments in R with Rcpp
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Adding running_correlation and t_running_correlation
#36
shabbychef
opened
1 year ago
0
variable_win is not correct
#35
shabbychef
opened
1 year ago
0
trying to get, the median with variable window sizes
#34
AndreMikulec
closed
5 years ago
3
You probably have yourself a memory leak
#33
shabbychef
closed
5 years ago
1
cent_sums will error for max_ord=1
#32
shabbychef
closed
5 years ago
1
error with lookahead in t_running_foo
#31
shabbychef
closed
5 years ago
1
na handling is not well tested
#30
shabbychef
opened
5 years ago
0
centsums should accept empty input
#29
shabbychef
closed
5 years ago
1
create 'sum a bunch' function in welford
#28
shabbychef
opened
5 years ago
0
Heywood checking
#27
shabbychef
opened
5 years ago
0
too freaking slow
#26
shabbychef
closed
5 years ago
1
Use Kahan
#25
shabbychef
opened
7 years ago
0
Test Kahan summation vs. Welford-derived.
#24
shabbybanks
closed
7 years ago
1
running geometric mean.
#23
shabbychef
opened
7 years ago
0
add tests for running means and running sums
#22
shabbychef
opened
7 years ago
0
zero ambiguity documentation
#21
shabbychef
opened
7 years ago
0
Alternative skew calculations
#20
doug-friedman
closed
7 years ago
4
Convert to rpkg_makefile
#19
shabbychef
closed
5 years ago
1
Move figures to tools/figure
#18
shabbychef
closed
5 years ago
1
Weighted moments?
#17
shabbychef
closed
5 years ago
1
rolling_sum (cumsum) and rolling_mean
#16
shabbychef
closed
5 years ago
1
real unit tests for correctness
#15
shabbychef
opened
8 years ago
0
two 9's coverage
#14
shabbychef
closed
5 years ago
1
running approximate quantile is wonky
#13
shabbychef
closed
8 years ago
1
Add vignette
#12
shabbychef
closed
5 years ago
1
higher order cosums.
#11
shabbychef
opened
8 years ago
0
Robust covariance computation.
#10
shabbychef
closed
8 years ago
1
Monoidal pure + append for running moments and such
#9
shabbychef
opened
8 years ago
0
Compute running approximate quantiles
#8
shabbychef
closed
8 years ago
2
Compute running cumulants.
#7
shabbychef
closed
8 years ago
1
Compute cumulants instead of moments.
#6
shabbychef
closed
8 years ago
1
Running Sharpe with Mertens' standard error
#5
shabbychef
closed
8 years ago
1
Parallel computation
#4
shabbychef
opened
8 years ago
7
Monoidal pure + append form.
#3
shabbychef
closed
8 years ago
1
Matrix -> matrix operations
#2
shabbychef
opened
8 years ago
2
sd3 should call straight Welford's method.
#1
shabbychef
closed
8 years ago
1