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 <zhuyuanw...@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@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. ______________________________________________ R-help@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.
