[R] wilderSum

[Joshua Ulrich]

Yuanwei,

You are correct.  The initial seed value is the raw sum, starting with
TTR_0.21-0.

As it says in the TTR/CHANGES file (among other things):
- Changed wilderSum to seed initial value with raw sum. This matches
Wilder's original calculations. Thanks to Mahesh Bp for the report.

HTH,
--
Joshua Ulrich  |  FOSS Trading: www.fosstrading.com



On Wed, Feb 8, 2012 at 3:50 AM, yuanwei <zhuyuanwei8 at gmail.com> wrote:
> Hi  Joshua,
>
>    Before I found your post here, I have viewed your source code for
> 'wilderSum'<http://cran.r-project.org/src/contrib/TTR_0.21-0.tar.gz> to
> figure out how wilderSum works - I re-write a piece of R code to implement
> the algorithm as in your source code, but failed to get the right result as
> wilderSum function in TTR. Glad to see your explanation here for wilderSum,
> but I am still confused by the source code: the initial value(sum) for the
> iterator seems to be a simple sum of first (n-1) X's...
>
>   Thanks for your kind help in advance!
>
> yuanwei
>
> --
> View this message in context: http://r.789695.n4.nabble.com/wilderSum-tp846599p4368945.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.