Cusum Function

Description

The function \(Cusum\)calculates the cumulative sums of the differences of the data values of a list. Starting point is the first element.

In statistical process and quality control, the cumulative sum is a sequential analysis method for discovery changes in a sequential data series or time series. The cumulative sum is defined as a parameter of a probability distribution or the expected value. It was developed to filter out general changes of the parameter from random noise, and to propose a limit criterion from which to intervene in the process.

Syntax

Cusum (List)

Example

a=[2,4,7,3,9]

Cusum(a)= -3 -4 -2 -4 0