msum2

msum2(X, window, [minPeriods])

Please see mFunctions for the parameters and windowing logic.

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.

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

msum2(X, 3)
// output
[,,14,59,94,110,77]

msum2(Y, 3)
// output
[,,14,10,45,61,77]

msum2(Y, 3, minPeriods=1)
// output
[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)

Related functions: sum2