Rolling Skewness ================ Computes the rolling adjusted Fisher-Pearson skewness over a numeric vector. Requires at least 3 non-``NA`` observations per window. Usage ----- .. code-block:: r rolling_skewness(x, window_size, min_periods = window_size, method = "stable") Parameters ---------- .. list-table:: :header-rows: 1 :widths: 20 80 * - Parameter - Description * - ``x`` - A numeric vector of type double. * - ``window_size`` - Positive integer window length. * - ``min_periods`` - Minimum number of non-``NA`` observations required in a window to return a result. Defaults to ``window_size``. * - ``method`` - ``"stable"`` (default) uses Terriberry's online algorithm. ``"fast"`` uses a prefix-sum approach (faster, but susceptible to catastrophic cancellation when values are large and variance is small). Returns ------- A numeric vector with rolling skewness values. Examples -------- .. code-block:: r x <- as.double(c(1, 2, 3, 4, 5)) rolling_skewness(x, 3L)