| geomean {fastmatrix} | R Documentation |
Geometric mean
Description
It calculates the geometric mean using a Fused-Multiply-and-Add (FMA) compensated scheme for accurate computation of floating-point product.
Usage
geomean(x)
Arguments
x |
a numeric vector containing the sample observations. |
Details
If x contains any non-positive values, geomean returns NA and
a warning message is displayed.
The geometric mean is a measure of central tendency, which is defined as
G = \sqrt[n]{x_1 x_2 \ldots x_n} = \Big(\prod_{i=1}^n x_i\Big)^{1/n}.
This procedure calculates the product required in the geometric mean safely using a compensated scheme as proposed by Graillat (2009).
Value
The geometric mean of the sample, a non-negative number.
References
Graillat, S. (2009). Accurate floating-point product and exponentiation. IEEE Transactions on Computers 58, 994-1000.
Oguita, T., Rump, S.M., Oishi, S. (2005). Accurate sum and dot product. SIAM Journal on Scientific Computing 26, 1955-1988.
See Also
Examples
set.seed(149)
x <- rlnorm(1000)
mean(x) # 1.68169
median(x) # 0.99663
geomean(x) # 1.01688