mstd
Syntax
mstd(X, window, [minPeriods]
Please see Moving Functions (m-functions) for the parameters and windowing logic.
Details
Calculate the standard deviation of X in a sliding window.
Examples
$ mstd(1 2 5 4 3, 3);
[,,2.081666,1.527525,1]
$ mstd(1 2 5 4 3, 3, 2);
[,0.707107,2.081666,1.527525,1]
$ m=matrix(1 6 2 9 4 5, 11 12 18 23 21 10);
$ m;
#0 |
#1 |
---|---|
1 |
11 |
6 |
12 |
2 |
18 |
9 |
23 |
4 |
21 |
5 |
10 |
$ mstd(m,3);
#0 |
#1 |
---|---|
2.645751311064591 |
3.78593889720018 |
3.511884584284247 |
5.507570547286101 |
3.605551275463989 |
2.516611478423591 |
2.645751311064591 |
7 |
$ 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!()
$ mstd(m,4d)
label |
col1 |
col2 |
---|---|---|
2020.04.07 |
||
2020.04.08 |
||
2020.04.09 |
2.1213 |
|
2020.04.10 |
2.1213 |
0.7071 |
2020.04.11 |
2.8284 |
|
2020.04.12 |
2 |
5.6569 |
$ mstd(m,1w)
label |
col1 |
col2 |
---|---|---|
2020.04.07 |
||
2020.04.08 |
||
2020.04.09 |
2.1213 |
|
2020.04.10 |
2.1213 |
0.7071 |
2020.04.11 |
3.5119 |
0.7071 |
2020.04.12 |
2.9861 |
4.3589 |