mstdp

Syntax

mstdp(X, window, [minPeriods])

Please see mFunctions 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);
// output
[,,1.699673171197595,1.247219128924647,0.816496580927726]

mstdp(1 2 5 4 3, 3, 2);
// output
[,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