Sergey Goriatchev <sergeyg <at> gmail.com> writes: > > Hello, everyone > > I wonder if there is in R somewhere a function similar to cumsum(). > The function calculates a statistic (say mean or standard deviation) > buy adding consequtively one more data point. > > So, say I have a timeseries of 100 observations. > I start by calculating mean of first 30 observations > Then I add one observation and calculate mean of 31 observations > Then I add one more observation and calculate mean of 32 observation, > and so on until the end > > Is there a function like that in R? > > Best, > Sergey >
There was some recent discussion of using Reduce(...,accumulate=TRUE) but I think this won't work in your case. For your particular case I think cumsum(z)/seq_along(z) gives the running mean you want (starting from the first obs., not the 30th, but you can always drop the first 30). sd() is a little harder. You might be able to use the (numerically inaccurate) E[z^2]-E[z]^2 trick with cumsum ... ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
