centsums-class {fromo} | R Documentation |
An S4 class to store (centered) sums of data, and to support operations on the same.
## S4 method for signature 'centsums' initialize(.Object, sums, order = NA_real_) centsums(sums, order = NULL)
.Object |
a |
sums |
a numeric vector. |
order |
the order, defaulting to |
A centsums
object contains a vector value of the data count,
the mean, and the kth centered sum, for k up to some
maximum order.
An object of class centsums
.
sums
a numeric vector of the sums.
order
the maximum order.
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.
Steven E. Pav shabbychef@gmail.com
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
obj <- new("centsums",sums=c(1000,1.234,0.235),order=2)