Moving#
For each element Xi in a sliding window of X, count the continuous nearest neighbors to its left that are larger than Xi. |
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For each element Xi in a sliding window of X, count the continuous nearest neighbors to its left that are smaller than Xi. |
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Return the first element of X in a sliding window. |
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If X is a vector: |
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Return the index of the first non-null element of X in a sliding window (based on the number of elements or time). |
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Return the index of the last non-null element of X in a sliding window (based on the number of elements or time). |
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Return the last element of X in a sliding window. |
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If X is a vector: |
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Calculate the moving maximums of X in a sliding window. |
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Obtain the maximum value of the sum of consecutive positive numbers in X within a sliding window of given size (based on the number of elements). |
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Calculate the moving median of X in a sliding window. |
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Calculate the moving minimums of X in a sliding window. |
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Return the position of the element with the largest value in X in a sliding window. |
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Return the position of the element with the smallest value in X in a sliding window. |
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Calculate the average absolute deviation of X in a sliding window. |
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Calculate the correlation of X and Y in a sliding window. |
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Return the number of non-null values of X in a sliding window. |
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Calculate the moving covariance of X and Y in a sliding window. |
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Return the percentile rank of each element of X in a sliding window. |
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Calculate the moving products of X in a sliding window. |
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Return the rank of each element of X in a sliding window. |
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Calculate the moving skewness of X in a sliding window. |
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Conduct the simple least-squares regressions of Y on X in a sliding window. |
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Calculate the standard deviation of X in a sliding window. |
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Calculate the population standard deviation of X in a sliding window. |
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Calculate the moving sum of X in a sliding window. |
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Calculate the sum of squares of all elements of X in a sliding window (based on the number of elements or time). |
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Calculate the moving variances of X in a sliding window. |
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Calculate the moving population variances of X in a sliding window. |
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Calculate the moving averages of X with Y as weights in a sliding window. |
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Calculate the moving sums of X with Y as weights in a sliding window. |
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Return an array vector indicating the indices of the first top elements of X after sorted within each sliding window. |
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Return an array vector indicating the indices of the elements of X within each sliding window. |
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Calculate the coefficient estimate of an ordinary-least-squares regression of Y on X in a sliding window. |
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Calculate the moving kurtosis of X in a sliding window. |