mavg
Syntax
mavg(X, window|weights, [minPeriods])
Please see Moving Functions (m-functions) for the parameters and windowing logic.
Details
- If X is a vector, return a vector of the same length as X. If the second parameter is:
window: Calculate the moving averages of X in a sliding window of length window.
weights: Calculate the moving weighted averages of X in a sliding window of length weights (which is the weight vector). Return NULL for the first (size(weights) - 1) elements. The parameter minPeriods doesn’t take effect.
If X is a matrix/table, conduct the aforementioned calculation within each column of X. The result is a matrix with the same shape as X.
Examples
$ X = 7 4 6 0 -5 32 9 8;
$ Y = 7 4 6 NULL -5 32 9 8;
$ weight = 2 3 5
$ mavg(X, 4);
[,,,4.25,1.25,8.25,9,11]
$ mavg(Y, 4);
[,,,5.67,1.67,11,12,11]
$ mavg(Y, weight);
[,,5.6,5.2,-1.8571,18.125,13.1,13.1]
$ m=matrix(1 NULL 4 NULL 8 6 , 9 NULL NULL 10 NULL 2)
$ m.rename!(2020.01.06 2020.01.07 2020.01.09 2020.01.11 2020.01.12 2020.01.15, `col1`col2)
$ m.setIndexedMatrix!()
$ mavg(m, 3d) // equivalent to msum(m, 3)
label |
col1 |
col2 |
|---|---|---|
2020.01.06 |
1 |
9 |
2020.01.07 |
1 |
9 |
2020.01.09 |
4 |
|
2020.01.11 |
4 |
10 |
2020.01.12 |
8 |
10 |
2020.01.15 |
6 |
2 |
$ mavg(m, 1w)
label |
col1 |
col2 |
|---|---|---|
2020.01.06 |
1 |
9 |
2020.01.07 |
1 |
9 |
2020.01.09 |
2.5 |
9 |
2020.01.11 |
2.5 |
9.5 |
2020.01.12 |
4.3333 |
9.5 |
2020.01.15 |
6 |
6 |
Related functions: avg