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
<[EMAIL PROTECTED]> 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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