Re: [R] wilderSum

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, -- Jo

Re: [R] wilderSum

Hi Joshua, Before I found your post here, I have viewed your source code for 'wilderSum' 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 res

Re: [R] wilderSum

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-

[R] wilderSum

Hi, Can somebody tell me the formula for "?wilderSum" in TTR package? I mean how are these calculated? BR, Shubha Shubha Karanth | Amba Research Ph +91 80 3980 8031 | Mob +91 94 4886 4510 Bangalore * Colombo * London * New York * San José * Singapore * www.ambaresearch.com This e-