For running mean, cumsum gives you an easy approach, if you don't mind a 
little floating-point error.

--Tim

On Tuesday, January 06, 2015 09:17:59 AM Kevin Squire wrote:
> Hi Tomas,
> I'm bit aware of any (though they might exist). It might help if you gave a
> little more context--what kind of data are you working with?
> 
> Cheers,
>    Kevin
> 
> On Tuesday, January 6, 2015, Tomas Mikoviny <[email protected]>
> 
> wrote:
> > Hi,
> > I was just wondering if anyone knows if there is a package that implements
> > *fast* running median/mean algorithms?
> > 
> > Thanks a lot...

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