Time-Based Moving#

tmLowRange

For each element Xi in a sliding window of X, count the continuous nearest neighbors to its left that are larger than Xi.

tmTopRange

For each element Xi in a sliding window of X, count the continuous nearest neighbors to its left that are smaller than Xi.

tmfirst

Return the first element of X in a sliding window.

tmcount

Return the number of non-null values of X in a sliding window.

tmcovar

Calculate the moving covariance of X and Y in a sliding window.

tmcorr

Calculate the correlation of X and Y in a sliding window.

tmkurtosis

Calculate the moving kurtosis of X in a sliding window.

tmlast

Return the last element of X in a sliding window.

tmmax

Calculate the moving maximum of X in a sliding window.

tmmed

Calculate the moving median of X in a sliding window.

tmmin

Calculate the moving minimum of X in a sliding window.

tmpercentile

Return the percentile rank of each element of X in a sliding window.

tmprod

Calculate the moving product of X in a sliding window.

tmrank

Return the rank of each element of X in a sliding window.

tmskew

Calculate the moving skewness of X in a sliding window.

tmstd

Calculate the standard deviation of X in a sliding window.

tmstdp

Calculate the population standard deviation of X in a sliding window.

tmsum

Calculate the moving sum of X in a sliding window.

tmsum2

Calculate the moving sum of squares of all elements of X in a sliding window.

tmvar

Calculate the moving variance of X in a sliding window.

tmvarp

Calculate the moving population variance of X in a sliding window.

tmwavg

Calculate the moving average of X with Y as weights in a sliding window.

tmwsum

Calculate the moving sum of X with Y as weights in a sliding window.

tmbeta

Calculate the coefficient estimate of an ordinary-least-squares regression of Y on X in a sliding window.