centsums-class: centsums Class.

In fromo: Fast Robust Moments

Description

An S4 class to store (centered) sums of data, and to support operations on the same.

Usage

## S4 method for signature 'centsums'
initialize(.Object, sums, order = NA_real_)

centsums(sums, order = NULL)

Arguments

.Object	a centsums object, or proto-object.
sums	a numeric vector.
order	the order, defaulting to length(sums)+1.

Details

A centsums object contains a vector value of the data count, the mean, and the kth centered sum, for k up to some maximum order.

Value

An object of class centsums.

Slots

sums

a numeric vector of the sums.

order

the maximum order.

Note

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.

Author(s)

Steven E. Pav [e-mail]

References

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

Examples

obj <- new("centsums",sums=c(1000,1.234,0.235),order=2)

fromo documentation built on May 2, 2019, 5:07 a.m.