Nested means discretisation (Scripter, 1970)

gistfile1.r

n_means <- function(x, n) {
  if (!(log(n, base=2) %% 1 %in% 0)) {
    stop("The number of classes is not a power of 2.")
  }
  index <- rep(1, length(x))
  m <- c()
  for (i in 1:log(n, base=2)) {
    m <- sort(c(m, tapply(x, index, mean)))
    index <- findInterval(x, m)
  }
  names(m) <- c()
  return(list(borns = m, classes=index))
}