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...him to the `two-pass' algorithm for variance.) Here are the functions that didn't make it into R's base package, which should be very similar to the S-Plus functions of the same names. The "twopass" argument determines whether Andy's two-pass algorithm (Chan Golub & LeVegue) is used (it's slower but more accurate). In real life I set the "twopass" default to FALSE, because in finance noise is always bigger than signal. I am cc'ing to R-help, as this is really an R question. -- -- David Brahm (brahm at alum.mit.edu)...