mskew
Syntax
mskew(X, window, [biased=true], [minPeriods])
Arguments
biased is a Boolean value indicating whether the result is biased. The default value is true, meaning the bias is not corrected.
Please see Moving Functions (m-functions) for the parameters and windowing logic.
Details
Calculate the moving skewness of X in a sliding window.
Examples
$ mskew(1 2 3 10 100 4 3, 3);
[,,0,0.665469,0.693810, 0.697217,0.706851]
$ m=matrix(1 6 2 9 4 5 100, 100 11 12 18 23 21 10);
$ m;
#0 |
#1 |
---|---|
1 |
100 |
6 |
11 |
2 |
12 |
9 |
18 |
4 |
23 |
5 |
21 |
100 |
10 |
$ mskew(m,3);
#0 |
#1 |
---|---|
0.595170064139498 |
0.706802122668126 |
-0.172800544078651 |
0.65201211704403 |
0.470330460336986 |
-0.110780117654834 |
0.595170064139498 |
-0.239063146929565 |
0.706845142811354 |
-0.642723256123865 |
$ m.rename!(date(2020.04.06)+1..7, `col1`col2)
$ m.setIndexedMatrix!()
$ mskew(m, 3d)
label |
col1 |
col2 |
---|---|---|
2020.04.07 |
||
2020.04.08 |
0 |
0 |
2020.04.09 |
0.5952 |
0.7068 |
2020.04.10 |
-0.1728 |
0.652 |
2020.04.11 |
0.4703 |
-0.1108 |
2020.04.12 |
0.5952 |
-0.2391 |
2020.04.13 |
0.7068 |
-0.6427 |
$ mskew(m, 1w)
label |
col1 |
col2 |
---|---|---|
2020.04.07 |
||
2020.04.08 |
0 |
0 |
2020.04.09 |
0.5952 |
0.7068 |
2020.04.10 |
0.2743 |
1.1373 |
2020.04.11 |
0.4079 |
1.4398 |
2020.04.12 |
0.3298 |
1.7107 |
2020.04.13 |
2.0188 |
1.9363 |
Related function: skew