msum2
Syntax
msum2(X, window, [minPeriods])
Please see Moving Functions (m-functions) for the parameters and windowing logic.
Details
Calculate the sum of squares of all elements of X in a sliding window (based on the number of elements or time). Please note that the return is always of DOUBLE type.
Examples
$ X = 2 1 3 7 6 5 4
$ Y = 2 1 3 NULL 6 5 4
$ msum2(X, 3)
[,,14,59,94,110,77]
$ msum2(Y, 3)
[,,14,10,45,61,77]
$ msum2(Y, 3, minPeriods=1)
[4,5,14,10,45,61,77]
$ m = matrix(1 NULL 4 NULL 8 6 , 9 NULL NULL 10 NULL 2)
$ m.rename!(date(2021.08.16)+1..6, `col1`col2)
$ m.setIndexedMatrix!()
$ msum2(m, 3d) // equivalent to msum2(m, 3)
label |
col1 |
col2 |
---|---|---|
2021.08.17 |
1 |
81 |
2021.08.18 |
1 |
81 |
2021.08.19 |
17 |
81 |
2021.08.20 |
16 |
100 |
2021.08.21 |
80 |
100 |
2021.08.22 |
100 |
104 |
Related functions: sum2