minirocketR
minirocketR provides a high-performance R
implementation of the MiniRocket time series feature
extraction algorithm (Dempster et al., 2021). Built on a native C++ core
via Rcpp with OpenMP multithreading support, the package
delivers exact mathematical parity with the Python reference
implementation (sktime).
Key Features
- Mathematical Parity: Implements alternating
same/valid zero-padded convolutions, golden-ratio quasi-random quantile
sampling, and exact dilation weighting.
- C++ Performance: Optimized core routines for fast
execution on large time series datasets.
- OpenMP Parallelization: Multi-core acceleration
configurable via the
num_threads argument.
- PPV Feature Mapping: Standardized transformation
yielding \(9,996\) Proportion of
Positive Values (PPV) features bounded in \([0, 1]\).
Installation
```R # Install from local source install.packages(“minirocketR”)