An S4 class to store (centered) cosums of data, and to support operations on the same.
1 2 3 4
the output of
the order, defaulting to
centcosums object contains a multidimensional array (now only
2-diemnsional), as output by
An object of class
a multidimensional array of the cosums.
the maximum order. ignored for now.
The moment computations provided by fromo are numerically robust, but will often not provide the same results as the 'standard' implementations, due to differences in roundoff. We make every attempt to balance speed and robustness. User assumes all risk from using the fromo package.
Steven E. Pav firstname.lastname@example.org
Terriberry, T. "Computing Higher-Order Moments Online." http://people.xiph.org/~tterribe/notes/homs.html
J. Bennett, et. al., "Numerically Stable, Single-Pass, Parallel Statistics Algorithms," Proceedings of IEEE International Conference on Cluster Computing, 2009. https://www.semanticscholar.org/paper/Numerically-stable-single-pass-parallel-statistics-Bennett-Grout/a83ed72a5ba86622d5eb6395299b46d51c901265
Cook, J. D. "Accurately computing running variance." http://www.johndcook.com/standard_deviation.html
Cook, J. D. "Comparing three methods of computing standard deviation." http://www.johndcook.com/blog/2008/09/26/comparing-three-methods-of-computing-standard-deviation