c.centcosums

Fast, numerically robust computation of weighted moments via 'Rcpp'.
Supports computation on vectors and matrices, and Monoidal append of moments.
Moments and cumulants over running fixed length windows can be computed,
as well as over time-based windows.
Moment computations are via a generalization of Welford's method, as described
by Bennett et. (2009) <doi:10.1109/CLUSTR.2009.5289161>.

Steven E. Pav

fromo

Fast Robust Moments

c.centcosums function

<dl><dt>...</dt>
<dd><code>centcosums</code> objects</dd></dl>

Arguments

concatenate centcosums objects. — c.centcosums

<dl>

<dt>...</dt>
<dd><code>centcosums</code> objects</dd>

</dl>

c.centcosums: concatenate centcosums objects.

Description

Usage

Arguments

See Also