fromo (version 0.2.4)

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)

Value

An object of class centcosums.

Arguments

.Object

a centcosums object, or proto-object.

cosums

the output of cent_cosums, say.

order

the order, defaulting to 2.

Slots

cosums

a multidimensional array of the cosums.

order

the maximum order. ignored for now.

Author

Steven E. Pav

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." https://web.archive.org/web/20140423031833/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. tools:::Rd_expr_doi("10.1109/CLUSTR.2009.5289161")

Cook, J. D. "Accurately computing running variance." https://www.johndcook.com/standard_deviation/

Cook, J. D. "Comparing three methods of computing standard deviation." https://www.johndcook.com/blog/2008/09/26/comparing-three-methods-of-computing-standard-deviation/

See Also

cent_cosums

Examples

obj <- new("centcosums",cosums=cent_cosums(matrix(rnorm(100*3),ncol=3),max_order=2),order=2)