ergMean: Compute the ergodic (running) mean.
In drkowal/dfosr: Dynamic Function-on-Scalars Regression

Compute the ergodic (running) mean.

1	ergMean(x)

`x`	vector for which to compute the running mean

A vector y with each element defined by y[i] = mean(x[1:i])

# Compare:
ergMean(1:10)
mean(1:10)

# Running mean for iid N(5, 1) samples:
x = rnorm(n = 10^4, mean = 5, sd = 1)
plot(ergMean(x))
abline(h=5)

drkowal/dfosr documentation built on May 7, 2020, 3:09 p.m.

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