cumsd: Cumulative means, variances, standard deviations
In twolodzko/twextras: twextras

cummean, cumvar and cumsd compute cumulative mean, variance and standard deviation. welford uses Welford on-line algorithm for computing cumulative mean and variance.

cummean(x)

cumvar(x)

welford(x)

cumsd(x)

`x`	numeric vector

Knuth, D.E. (1998). The Art of Computer Programming, Vol. 2: Seminumerical Algorithms, 3rd edn., p. 232. Boston: Addison-Wesley.

Welford, B.P. (1962). Note on a method for calculating corrected sums of squares and products. Technometrics, 4(3):419<e2><80><93>420.

Chan, T.F., Golub, G.H., & LeVeque, R.J. (1983). Algorithms for Computing the Sample Variance: Analysis and Recommendations. The American Statistician, 37, 242-247.

Ling, R.F. (1974). Comparison of Several Algorithms for Computing Sample Means and Variances. Journal of the American Statistical Association, 69(348), 859-866.

twolodzko/twextras documentation built on May 3, 2019, 1:52 p.m.