fromo (version 0.2.1)

centcosums-class: centcosums Class.

Description

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

Usage

# S4 method for 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.

Value

An object of class centcosums.

Slots

cosums

a multidimensional array of the cosums.

order

the maximum order. ignored for now.

Details

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

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

# NOT RUN {
obj <- new("centcosums",cosums=cent_cosums(matrix(rnorm(100*3),ncol=3),max_order=2),order=2)

# }