IMW: Incremental Moment Windows

Computes rolling statistics, including the mean, variance, skewness, and kurtosis, over moving windows. The package uses incremental algorithms to efficiently update statistics as new observations arrive, supporting both online computation and batch processing for time-series analysis and streaming data applications. Implemented in C++, the package provides a high-performance, header-only implementation that facilitates direct integration into other packages.

Version:	1.1
Imports:	Rcpp (≥ 1.0.4.6)
LinkingTo:	Rcpp
Published:	2026-11-04
DOI:	10.32614/CRAN.package.IMW
Author:	Søren B. Vilsen [aut, cre]
Maintainer:	Søren B. Vilsen <svilsen at mp.aau.dk>
License:	MIT + file LICENSE
NeedsCompilation:	yes
Materials:	README
CRAN checks:	IMW results

Documentation:

Reference manual:

IMW.html , IMW.pdf

Downloads:

Package source:	IMW_1.1.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: IMW_1.1.zip
macOS binaries:	r-release (arm64): IMW_1.1.tgz, r-oldrel (arm64): IMW_1.1.tgz, r-release (x86_64): IMW_1.1.tgz, r-oldrel (x86_64): IMW_1.1.tgz

Linking:

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