This package provides several efficient functions to calculate common moving (or rolling, running) statistics for both evenly and unevenly spaced time series: moving average, moving median, moving maximum (minimum), and so on. Built on 'C++', these functions are apparently more efficient than those written in a traditional 'R' way and also faster than others using package 'Rcpp'.
Install me with devtools:
install_github("peleonard/RcppMovStat")