Dear all,
Version 1.0 of the RollingStats package is out now. This package is for
computing statistics in a moving-window manner (currently for
time-series only).
Thanks to Theodore Panagiotidis for hinting me to existing bugs in case
of missing values in the target series.
This version has a completely new user-interface which (hopefully) makes
the usage easier for users.
Apart from that, only single series can be passed to the main function
now (before it was a list of series).
Please read the updated help text and see the examples on how to use the
package now:
https://gretl.sourceforge.net/current_fnfiles/RollingStats.gfn
Best,
Artur