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