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RcppRoll 0.3.1 (UNRELEASED)

  • Fixed an issue where roll_median() produced incorrect results in the presence of NAs. (#42)

RcppRoll 0.3.0

  • Properly document the align argument -- the function accepts "center" rather than "middle". (#28)

  • Fixed an issue where empty fills were not handled correctly.

  • The interface has now been standardized such that each implemented window function has version center-aligned by default (e.g. roll_mean()), a left-aligned version (roll_meanl()), and right-aligned version (roll_meanr()).

  • Implement rolling window functions for mean(), median(), min(), max(), prod(), sum(), sd() and var().