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shabbychef / fromo

Fast Robust Moments in R with Rcpp
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create 'sum a bunch' function in welford #28

Open shabbychef opened 5 years ago

shabbychef commented 5 years ago

currently this is done via quasiWeightedThing, which is a terrible name. Moreover, this should be owned by the object, and could possibly be done by something other than Welford steps--perhaps a 2 step solution using Kahan summation.