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/*****************************************************************************
* *
* XMOVMEAN.SPL Copyright (C) 2023 DSP Development Corporation *
* All Rights Reserved *
* *
* Author: Randy Race *
* *
* Synopsis: Calculates the centered moving average with a duration *
* *
* Revisions: 1 Aug 2023 RRR Creation *
* *
*****************************************************************************/
#if @HELP_XMOVMEAN
XMOVMEAN
Purpose: Calculates the centered moving average of a series given a duration.
Syntax: XMOVMEAN(series, xdur, "naflag", "edgeflag")
series - A series, the input series
xdur - A real, the X duration used to compute the integer
number of samples for the moving interval.
"naflag" - Optional. A string, the NA handling method.
"includenan" : include NA values (default)
"omitnan" : ignore NA values
"edgeflag" - Optional. A string, the edge processing flag.
"full" : process all segments (default)
"discard" : ignore partial segments
"shrink" : shrink the segment size to actual
number of samples at the edge
segments
Returns: A series or table.
Example:
W1: {1, 2, 4, 7};setdeltax(1/100)
W2: movmean(w1, 3)
W3: xmovmean(w1, 0.02)
W1 contains the input data with a sample rate of 100 Hz.
W2 computes a 3 point centered moving average.
W3 computes the same moving average except the block size is
specified in terms of seconds. Since a 0.02 interval equates
to 3 samples, both functions return the series:
{1.5, 2.333, 4.333, 5.5}
Example:
W1: integ(gnorm(10000, 1/10000)) * 1000
W2: movmean(w1, 51)
W3: xmovmean(w1, 0.005)
W4: W2 - W3
W1 synthesizes 10000 samples of data with a sample rate of 10kHz.
W2 computes a 51 point centered moving average.
W3 computes a centered moving average with a moving interval of 0.005
seconds.
Since a 0.005 interval equates to 51 samples, the two moving
average results are equal.
Remarks:
The interval duration XDUR is converted to the integer sample
interval N with:
N = XDUR / deltax(s) + 1
where XDUR >= deltax(s)
See XMOVAVG for a full moving averaged based on a duration.
See MOVAVG for more details on RAMPFLAG, NAFLAG and EDGEFLAG.
See Also:
Mean
Movavg
Movrms
Movstd
Xmovavg
#endif
/* centered moving average given a duration used to compute the integer sample interval */
ITERATE xmovmean(s, xdur, flag1 = "", flag2 = "", flag3 = "")
{
local y;
/* call common driver function */
y = xmovfun(s, __FUNC__, strextract(__FUNC__, 2, -1), xdur, nan, flag1, flag2, flag3);
return(y);
}