I am curious to know what algorithm R\'s mean function uses. Is there some reference to the numerical properties of this algorithm?
I found the following C code in s
I'm not sure what algorithm this is, but Martin Maechler mentioned the updating method of West, 1979 in response to PR#1228, which was implemented by Brian Ripley in R-2.3.0. I couldn't find a reference in the source code or version control logs that listed the actual algorithm used. It was implemented in cov.c in revision 37389 and in summary.c in revision 37393.