Message-ID: <51F3DAAE.1080504@uottawa.ca>
Date: 2013-07-27T14:35:26Z
From: John C Nash
Subject: What algorithm is R using to calculate mean?
In-Reply-To: <mailman.27.1374919207.2567.r-devel@r-project.org>
There is quite a literature on related methods for variance. If anyone
is interested, I did some work (and even published the code in the
magazine Interface Age in 1981) on some of these. I could probably put
together scans of relevant materials, some of which are not easily
available. It would make a good Master's or senior undergrad project,
and could be (possibly has been) extended to compute covariance matrices
properly for very large data sets and streaming data.
JN
On 13-07-27 06:00 AM, r-devel-request at r-project.org wrote:
> Message: 6
> Date: Fri, 26 Jul 2013 12:58:28 +0000
> From: Ravi Varadhan<ravi.varadhan at jhu.edu>
> To: Joshua Ulrich<josh.m.ulrich at gmail.com>, Zach Harrington
> <zach.harrington at gmail.com>
> Cc:"r-devel at r-project.org List" <r-devel at r-project.org>
> Subject: Re: [Rd] What algorithm is R using to calculate mean?
> Message-ID:
> <2F9EA67EF9AE1C48A147CB41BE2E15C3491530 at DOM-EB-MAIL1.win.ad.jhu.edu>
> Content-Type: text/plain; charset="us-ascii"
>
> This uses the idea of Kahan's summation, if I am not mistaken.
>
> http://en.wikipedia.org/wiki/Kahan_summation_algorithm
>
> Ravi
> __________________________