[R] wilderSum

[Josh Ulrich]

Shubha,

The calculation is:

wilderSum[1] <- x[1]
for(i in 2:NROW(x)) {
  wilderSum[i] <- x[i] + wilderSum[i-1] * (n-1)/n
}

Where 'x' is the price series and 'n' is the number of periods.

You can see the calculations for all functions in TTR's source code,
which is on CRAN and r-forge
(http://r-forge.r-project.org/projects/ttr/).

Please feel free to contact me directly regarding questions about TTR.

Best,
Josh

On Feb 6, 2008 8:22 AM, Shubha Vishwanath Karanth
<shubhak at ambaresearch.com> wrote:
>
> Hi,
>
> Can somebody tell me the formula for "?wilderSum" in TTR package? I mean how
> are these calculated?
>
> BR, Shubha
>
> Shubha Karanth | Amba Research
>
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