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
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