Calculates the centered moving standard deviation of a series given a duration.
XMOVSTD(series, xdur, dof, "naflag", "edgeflag")
series |
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A series or array, the input series |
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xdur |
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A real, the X duration used to compute the integer number of samples for the moving interval. |
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dof |
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Optional. An integer, the degrees of freedom normalization mode.
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"naflag" |
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Optional. A string, the NA handling method.
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"edgeflag" |
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Optional. A string, the edge processing flag.
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A series or table.
W1: {1, 2, 4, 7};setdeltax(1/100)
W2: movstd(w1, 3)
W3: xmovstd(w1, 0.02)
W1 contains the input data with a sample rate of 100 Hz.
W2 computes a 3 point centered moving standard deviation.
W3 computes the same moving 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:
{0.7071, 1.5275, 2.5166, 2.1213}
W1: integ(gnorm(10000, 1/10000)) * 1000
W2: movstd(w1, 51)
W3: xmovstd(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 standard deviation.
W3 computes a centered moving standard deviation with a moving interval of 0.005 seconds. Since a 0.005 interval equates to 51 samples, the two moving standard deviation results are identical.
The interval duration xdur is converted to the integer sample interval N with:
N = xdur / deltax(s) + 1
where xdur >= deltax(s)
NaN values are included by default. Set naflag to "omitnan" to ignore NaN values.
See MOVSTD for more details on naflag and edgeflag.
See XMOVSTDEV to compute the non-centered moving standard deviation given a duration.