roll

Version 1.2.0

Implemented efficient algorithms for roll_median and roll_quantile functions
Fixed an issue for weights argument if single value (#45)

New roll_crossprod function for computing rolling and expanding crossproducts of time-series data
Restructured the C++ header files to be used by other packages

Added hex sticker and improved documentation (#27, #28, #30)
New roll_quantile function for computing rolling and expanding quantiles of time-series data
- Note: roll_quantile function is not calculated using an online algorithm
Fixed an issue in the roll_min and roll_max functions (#32)

Added vector support to each function (#20)
Implemented efficient algorithms for roll_min and roll_max functions
New roll_idxmin and roll_idxmax functions for computing rolling and expanding indices of minimums and maximums, respectively, of time-series data (#22)

New roll_median, roll_min, roll_max, roll_any, and roll_all functions for computing rolling and expanding medians, minimums, maximums, any, and all, respectively, of time-series data (#4, #13, #14)
- Note: roll_median, roll_min, and roll_max functions are not calculated using online algorithms

Added online argument to process observations using online algorithms by default
roll_lm function now returns standard errors (#7)
Simplified checks for width and min_obs arguments (#3)
Added y argument to roll_cov and roll_cor functions (#2)
Deprecated less common functions (roll_eigen, roll_vif, and roll_pcr) and arguments (scale and center in the roll_lm function); also removed the parallel_for argument in favor of a new approach used internally

New roll_sum and roll_prod functions for computing rolling and expanding sums and products, respectively, of time-series data

roll_lm and roll_pcr functions have been enhanced:
- y can now be a matrix or xts object with multiple dependent variables
- Added shorthand arguments for center and scale
New roll_scale function for computing rolling and expanding scaling and centering of time-series data