[R] Function similar to cumsum/cumprod

Sergey Goriatchev sergeyg at gmail.com
Tue Sep 22 16:12:14 CEST 2009


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

-- 
Kniven skärpes bara mot stenen.




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