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Iterated Cumulative Sum of Squares
Posted: August 25th, 2009, 3:53 pm
by epon79
Hey,Does any one know where I code find code (preferably mathematica) to do iterated cumulative sum of squares?I am trying to detect break points in historic volatility.Thanks
Iterated Cumulative Sum of Squares
Posted: September 9th, 2009, 4:08 pm
by BornToBeTrader
You can find code in R and Matlab more commonly. Exactly which type of statistic are you trying to code?
Iterated Cumulative Sum of Squares
Posted: September 22nd, 2009, 12:37 am
by MCarreira
You'll probably use FoldList at some point. It'd be helpful if you described exactly the calculation you need.