Description Usage Arguments Details Value Examples

Computes running sample variance of a time-series `x`

in a fixed length window.

1 | ```
RunningVar(x, W, circular = FALSE)
``` |

`x` |
A numeric vector. |

`W` |
A numeric scalar; length of |

`circular` |
Logical; whether running sample variance is computed assuming
circular nature of |

The length of output vector equals the length of `x`

vector.
Parameter `circular`

determines whether `x`

time-series is assumed to have a circular nature.
Assume *l_x* is the length of time-series `x`

, `W`

is a fixed length of `x`

time-series window.

If `circular`

equals `TRUE`

then

first element of the output time-series corresponds to sample variance of

`x[1:W]`

,last element of the output time-series corresponds to sample variance of

`c(x[l_x], x[1:(W - 1)])`

.

If `circular`

equals `FALSE`

then

first element of the output time-series corresponds to sample variance of

`x[1:W]`

,the

*l_x - W + 1*-th element of the output time-series corresponds to sample variance of`x[(l_x - W + 1):l_x]`

,last

`W-1`

elements of the output time-series are filled with`NA`

.

See `runstats.demo(func.name = "RunningVar")`

for a detailed presentation.

A numeric vector.

1 2 3 | ```
x <- rnorm(10)
RunningVar(x, W = 3, circular = FALSE)
RunningVar(x, W = 3, circular = TRUE)
``` |

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