Package: rollRegres
Type: Package
Title: Fast Rolling and Expanding Window Linear Regression
Version: 0.1.3
Authors@R: c(person("Benjamin", "Christoffersen", 
                     email = "boennecd@gmail.com", 
                     role = c("cre", "aut")), 
             person("Madeleine", "Thompson", role = "cph"))
Description: Methods for fast rolling and expanding linear regression models. That is, series of linear regression models estimated on either an expanding window of data or a moving window of data. The methods use rank-one updates and downdates of the upper triangular matrix from a QR decomposition (see Dongarra, Moler, Bunch, and Stewart (1979) <doi:10.1137/1.9781611971811>).
Copyright: (c) 2018-2019 Benjamin Christoffersen, except dchud.f and
        dchdd.f. They are originally from LINPACK and are in the public
        domain in the United States. They are modified by Madeleine
        Thompson.
License: GPL-2
Encoding: UTF-8
LazyData: true
LinkingTo: Rcpp, RcppArmadillo
Imports: Rcpp, checkmate
Suggests: knitr, rmarkdown, testthat, zoo, roll, microbenchmark,
        RcppParallel
VignetteBuilder: knitr
RoxygenNote: 7.0.0
BugReports: https://github.com/boennecd/rollRegres/issues
SystemRequirements: C++11
URL: https://github.com/boennecd/rollRegres
NeedsCompilation: yes
Packaged: 2019-11-24 17:28:52 UTC; boennecd
Author: Benjamin Christoffersen [cre, aut],
  Madeleine Thompson [cph]
Maintainer: Benjamin Christoffersen <boennecd@gmail.com>
Repository: CRAN
Date/Publication: 2019-11-25 09:20:02 UTC
