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ie60559
2006 Feb 19
2
Computing means, variances and sums
...res
This is a well-known technique in numerical linear algebra, and improves
the accuracy whilst doubling the cost. (This is about to be replaced by
an internal function to allow the intermediate result to be stored in a
long double.)
Note the is.finite(res) there. R works with the extended IEC60059 (aka
IEEE754) quantities of Inf, -Inf and NaN (NA being a special NaN). The
rearranged computations do not work correctly for those quantities. So
although they can be more 'efficient' (in terms of flops), they have to be
supplemented by some other calculation to ensure that the speci...