rollRegres 0.1.4
- added missing char array length arguments to Fortran calls.
- fix an issue with the
group argument when the first
group(s) is ignored there is a “hole” in the subsequent window. This
previously caused a crash.
rollRegres 0.1.3
- added ORCID and used
rng = false in
Rcpp::export attributes will have reduced the computation
time.
rollRegres 0.1.2
- the c++ code has been re-written. It now does essentially as
described in the LINPACK user guide chapter 8 and 9. This is faster and
more precise.
rollRegres 0.1.1
- handle data sets with gaps
- add the option to require a minimum number of observations in a
window
- output with groups have changed such that the first window max
grp value will have at least width - 1L
distance from min(grp) in roll_regres and
roll_regres.fit