rollsd: Rolling standard deviation
In ku-awdc/EVI: Epidemic Volatility Index as an Early-Warning Tool
rollsd R Documentation
Rolling standard deviation
Description
-A function to compute the rolling standard deviation for a time series.
Usage
rollsd(cases, lag_t)
Arguments
cases
the time series of the newly observed cases per unit of time (ideally per day).
lag_t
integer - the size of the rolling window for which the rolling standard deviation is calculated (minimum/default value = 7, maximum recommended value = 30).
Examples
data("Italy")
cases = mova(cases=Italy$Cases, r_a=7)
roll = rollsd(cases=cases,lag_t=7)
ku-awdc/EVI documentation built on Dec. 7, 2023, 12:27 a.m.
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| rollsd | R Documentation |
Rolling standard deviation
Description
-A function to compute the rolling standard deviation for a time series.
Usage
rollsd(cases, lag_t)
Arguments
cases |
the time series of the newly observed cases per unit of time (ideally per day). |
lag_t |
integer - the size of the rolling window for which the rolling standard deviation is calculated (minimum/default value = 7, maximum recommended value = 30). |
Examples
data("Italy")
cases = mova(cases=Italy$Cases, r_a=7)
roll = rollsd(cases=cases,lag_t=7)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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