standard-deviation

Vectorized implementation of exponentially weighted moving standard deviation using R?

纵然是瞬间 提交于 2021-02-20 05:13:26
问题 I am trying to implement a vectorized exponentially weighted moving standard deviation using R. Is this the correct approach? ewma <- function (x, alpha) { c(stats::filter(x * ratio, 1 - ratio, "recursive", init = x[1])) } ewmsd <- function(x, alpha) { sqerror <- na.omit((x - lag(ewma(x, ratio)))^2) ewmvar <- c(stats::filter(sqerror * ratio, 1 - ratio, "recursive", init = 0)) c(NA, sqrt(ewmvar)) } I'm guessing it's not, since its output is different from Python's pandas.Series.ewm.std()

Vectorized implementation of exponentially weighted moving standard deviation using R?

▼魔方 西西 提交于 2021-02-20 05:12:33
问题 I am trying to implement a vectorized exponentially weighted moving standard deviation using R. Is this the correct approach? ewma <- function (x, alpha) { c(stats::filter(x * ratio, 1 - ratio, "recursive", init = x[1])) } ewmsd <- function(x, alpha) { sqerror <- na.omit((x - lag(ewma(x, ratio)))^2) ewmvar <- c(stats::filter(sqerror * ratio, 1 - ratio, "recursive", init = 0)) c(NA, sqrt(ewmvar)) } I'm guessing it's not, since its output is different from Python's pandas.Series.ewm.std()

How would I calculate the standard deviation from a file of floating point numbers?

余生颓废 提交于 2021-02-10 18:49:07
问题 I'm trying to write a Java program to calculate the maximum, minimum, mean and standard deviation after reading a text file full of floating point numbers. As you can see, I've calculated the max, min, mean, but for the standard deviation, I'm confused. Any ideas how I should implement this? Also, I'm fairly new to programming, so sorry if things aren't structured correctly. Here's my code: /* * Create a Java program to read a file of floating point numbers and compute * the following

How would I calculate the standard deviation from a file of floating point numbers?

一笑奈何 提交于 2021-02-10 18:46:40
问题 I'm trying to write a Java program to calculate the maximum, minimum, mean and standard deviation after reading a text file full of floating point numbers. As you can see, I've calculated the max, min, mean, but for the standard deviation, I'm confused. Any ideas how I should implement this? Also, I'm fairly new to programming, so sorry if things aren't structured correctly. Here's my code: /* * Create a Java program to read a file of floating point numbers and compute * the following

Calculating mean and sd of bedtime (hh:mm) in R - problem are times before/after midnight

自作多情 提交于 2021-01-27 18:21:33
问题 I got the following dataset: data <- read.table(text=" wake_time sleep_time 08:38:00 23:05:00 09:30:00 00:50:00 06:45:00 22:15:00 07:27:00 23:34:00 09:00:00 23:00:00 09:05:00 00:10:00 06:40:00 23:28:00 10:00:00 23:30:00 08:10:00 00:10:00 08:07:00 00:38:00", header=T) I used the chron-package to calculate the average wake_time: > mean(times(data$wake_time)) [1] 08:20:12 But when I do the same for the variable sleep_time, this happens: > mean(times(data$sleep_time)) [1] 14:04:00 I guess the