From nashjc at uottawa.ca  Sat Jul 27 16:35:26 2013
From: nashjc at uottawa.ca (Prof J C Nash (U30A))
Date: Sat, 27 Jul 2013 10:35:26 -0400
Subject: [Rd] What algorithm is R using to calculate mean?
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References: <mailman.27.1374919207.2567.r-devel@r-project.org>
Message-ID: <51F3DAAE.1080504@uottawa.ca>

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
> __________________________



[Rd] What algorithm is R using to calculate mean?
Prof J C Nash (U30A