centcosums-class {fromo} | R Documentation |
centcosums Class.
Description
An S4 class to store (centered) cosums of data, and to support operations on the same.
Usage
## S4 method for signature 'centcosums'
initialize(.Object, cosums, order = NA_real_)
centcosums(cosums, order = NULL)
Arguments
.Object |
a |
cosums |
the output of |
order |
the order, defaulting to |
Details
A centcosums
object contains a multidimensional array (now only
2-diemnsional), as output by cent_cosums
.
Value
An object of class centcosums
.
Slots
cosums
a multidimensional array of the cosums.
order
the maximum order. ignored for now.
Note
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.
Author(s)
Steven E. Pav shabbychef@gmail.com
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
obj <- new("centcosums",cosums=cent_cosums(matrix(rnorm(100*3),ncol=3),max_order=2),order=2)