msum

Syntax

msum(X, window, [minPeriods])

Please see Moving Functions (m-functions) for the parameters and windowing logic.

Details

Calculate the moving sum of X in a sliding window.

Examples

$ X = 2 1 3 7 6 5 4
$ Y = 2 1 3 NULL 6 5 4

$ msum(X, 3);
[,,6,11,16,18,15]

$ msum(Y, 3);
[,,6,4,9,11,15]

$ msum(Y, 3, minPeriods=1);
[2,3,6,4,9,11,15]

$ m = matrix(1 NULL 4 NULL 8 6 , 9 NULL NULL 10 NULL 2)
$ m.rename!(date(2020.04.06)+1..6, `col1`col2)
$ m.setIndexedMatrix!()
$ msum(m, 3d) // equivalent to msum(m, 3)

label	col1	col2
2020.04.07	1	9
2020.04.08	1	9
2020.04.09	5	9
2020.04.10	4	10
2020.04.11	12	10
2020.04.12	14	12

$ msum(m, 1w)

label	col1	col2
2020.04.07	1	9
2020.04.08	1	9
2020.04.09	5	9
2020.04.10	5	19
2020.04.11	13	19
2020.04.12	19	21

Related functions: sum