Description Usage Arguments References
cummean
, cumvar
and cumsd
compute
cumulative mean, variance and standard deviation.
welford
uses Welford on-line algorithm for
computing cumulative mean and variance.
1 2 3 4 5 6 7 |
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.
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