RunningSd | R Documentation |
Computes running sample standard deviation of a time-series x
in a fixed length window.
RunningSd(x, W, circular = FALSE)
x |
A numeric vector. |
W |
A numeric scalar; length of |
circular |
Logical; whether running sample standard deviation 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 standard deviation of x[1:W]
,
last element of the output time-series corresponds to sample standard deviation of c(x[l_x], x[1:(W - 1)])
.
If circular
equals FALSE
then
first element of the output time-series corresponds to sample standard deviation of x[1:W]
,
the l_x - W + 1-th element of the output time-series corresponds to sample standard deviation 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 = "RunningSd")
for a detailed presentation.
A numeric vector.
x <- rnorm(10) RunningSd(x, 3, circular = FALSE) RunningSd(x, 3, circular = FALSE)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.