mprod

mprod(X, window, [minPeriods])

Please see mFunctions for the parameters and windowing logic.

Calculate the moving products of X in a sliding window.

X = 2 1 3 7 6 5 4
Y = 2 1 3 NULL 6 5 4

mprod(X, 3);
// output
[,,6,21,126,210,120]

mprod(Y, 3);
// output
[,,6,3,18,30,120]

mprod(Y, 3, minPeriods=1);
// output
[2,2,6,3,18,30,120]

m=matrix(1 NULL 4 NULL 8 6 , 9 NULL NULL 10 NULL 2)
m.rename!(date(2020.04.06)+1..6, `col1`col2)
m.setIndexedMatrix!()
mprod(m, 3d)

mprod(m, 1w)

Related functions: prod