Cumulative standard deviation: Difference between revisions
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If the goal is to get a vector of running standard deviations, the simplest is to do it with cumsum: |
If the goal is to get a vector of running standard deviations, the simplest is to do it with cumsum: |
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<lang |
<lang rsplus>cumsd <- function(x) { |
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n <- seq_along(x) |
n <- seq_along(x) |
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sqrt(cumsum(x^2) / n - (cumsum(x) / n)^2) |
sqrt(cumsum(x^2) / n - (cumsum(x) / n)^2) |
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The task requires an accumulator solution: |
The task requires an accumulator solution: |
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<lang |
<lang rsplus>accumsd <- function() { |
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n <- 0 |
n <- 0 |
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m <- 0 |
m <- 0 |
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