centcosums-class: centcosums Class.

In shabbychef/fromo: Fast Robust Moments

Description

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

Usage

## S4 method for signature 'centcosums'
initialize(.Object, cosums, order = NA_real_)

centcosums(cosums, order = NULL)

Arguments

.Object	a centcosums object, or proto-object.
cosums	the output of cent_cosums, say.
order	the order, defaulting to 2.

Details

A centcosums object contains a multidimensional array (now only 2-diemnsional), as output by cent_cosums.

Value

An object of class centcosums.

Slots

cosums

a multidimensional array of the cosums.

order

the maximum order. ignored for now.

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

See Also

cent_cosums

Examples

obj <- new("centcosums",cosums=cent_cosums(matrix(rnorm(100*3),ncol=3),max_order=2),order=2)

shabbychef/fromo documentation built on April 11, 2021, 11:03 p.m.