mstdp
Syntax
mstdp(X, window, [minPeriods])
Please see Moving Functions (m-functions) for the parameters and windowing logic.
Details
Calculate the population standard deviation of X in a sliding window.
Examples
$ mstdp(1 2 5 4 3, 3);
[,,1.699673171197595,1.247219128924647,0.816496580927726]
$ mstdp(1 2 5 4 3, 3, 2);
[,0.5,1.699673171197595,1.247219128924647,0.816496580927726]
$ 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 |
$ mstdp(m,3);
#0 |
#1 |
---|---|
2.160246899469287 |
3.091206165165233 |
2.867441755680875 |
4.496912521077346 |
2.943920288775949 |
2.054804667656331 |
2.160246899469287 |
5.715476066494082 |
$ 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!()
$ mstdp(m,4d)
label |
col1 |
col2 |
---|---|---|
2020.04.07 |
0 |
0 |
2020.04.08 |
0 |
0 |
2020.04.09 |
1.5 |
0 |
2020.04.10 |
1.5 |
0.5 |
2020.04.11 |
2 |
0 |
2020.04.12 |
1.633 |
4 |
$ mstdp(m,1w)
label |
col1 |
col2 |
---|---|---|
2020.04.07 |
0 |
0 |
2020.04.08 |
0 |
0 |
2020.04.09 |
1.5 |
0 |
2020.04.10 |
1.5 |
0.5 |
2020.04.11 |
2.8674 |
0.5 |
2020.04.12 |
2.586 |
3.559 |
Related function: mstd