ergMean: Compute the ergodic (running) mean.

In drkowal/dsp: Dynamic Shrinkage Processes

Compute the ergodic (running) mean.

Description

Compute the ergodic (running) mean.

Usage

ergMean(x)

Arguments

x	vector for which to compute the running mean

Value

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

Examples

# 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/dsp documentation built on July 19, 2023, 11:42 a.m.