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2009 Sep 22
3
Function similar to cumsum/cumprod
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