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/*****************************************************************************
* *
* XBLOCKSTD.SPL Copyright (C) 2023 DSP Development Corporation *
* All Rights Reserved *
* *
* Author: Randy Race *
* *
* Synopsis: Calculates the block standard deviation with a duration *
* *
* Revisions: 1 Aug 2023 RRR Creation *
* *
*****************************************************************************/
#if @HELP_XBLOCKSTD
XBLOCKSTD
Purpose: Calculates the moving block standard deviation of a series
given a duration.
Syntax: XBLOCKSTD(series, xdur, dof)
series - A series, the input series
xdur - A real, the X duration used to compute the integer
number of samples for the non-overlapping moving
interval.
dof - Optional. An integer, degrees of freedom
normalization.
0: Normalize by 1 / (N - 1) (default)
1: Normalize by 1 / N
Returns: A series or table.
Example:
W1: {1, 2, 4, 7};setdeltax(1/100)
W2: blockstd(w1, 3)
W3: xblockstd(w1, 0.02)
W1 contains the input data with a sample rate of 100 Hz.
W2 computes a 3 point moving block standard deviation.
W3 computes the same moving block standard deviation except the
block size is specified in terms of seconds. Since a 0.02 interval
equates to 3 samples, both functions return the series:
{1.528, 0}
Example:
W1: integ(gnorm(10000, 1/10000)) * 1000
W2: blockstd(w1, 51)
W3: xblockstd(w1, 0.005)
W4: W2 - W3
W1 synthesizes 10000 samples of data with a sample rate of 10kHz.
W2 computes a 51 point moving block standard deviation.
W3 computes a moving block standard deviation with an interval of
0.005 seconds.
Since a 0.005 interval equates to 51 samples, the two block
standard deviation results are equal.
Remarks:
XBLOCKSTD computes a moving standard deviation with
non-overlapping blocks of duration XDUR.
The block duration XDUR is converted to the integer block
interval N with:
N = XDUR / deltax(s) + 1
where XDUR >= deltax(s)
See MOVAVG for more details on RAMPFLAG.
See Also:
Blockrms
Blockstd
Blockvar
Movavg
Movrms
Var
Xblockrms
Xblockvar
#endif
/* centered block standard deviation given a duration used to compute the integer sample interval */
ITERATE xblockstd(s, xdur, dof = 0, flag1 = "", flag2 = "", flag3 = "")
{
local y;
/* call common driver function */
y = xmovfun(s, __FUNC__, strextract(__FUNC__, 2, -1), xdur, nan, dof, flag1, flag2, flag3);
return(y);
}