mskew

Syntax

mskew(X, window, [biased=true], [minPeriods])

Please see mFunctions for the parameters and windowing logic.

Arguments

biased is a Boolean value indicating whether the result is biased. The default value is true, meaning the bias is not corrected.

Details

Calculate the moving skewness of X in a sliding window.

Examples

mskew(1 2 3 10 100 4 3, 3);
// output
[,,0,0.665469,0.693810, 0.697217,0.706851]
m=matrix(1 6 2 9 4 5 100, 100 11 12 18 23 21 10);
m;
#0 #1
1 100
6 11
2 12
9 18
4 23
5 21
100 10 
mskew(m,3);
#0 #1
0.595170064139498 0.706802122668126
-0.172800544078651 0.65201211704403
0.470330460336986 -0.110780117654834
0.595170064139498 -0.239063146929565
0.706845142811354 -0.642723256123865 
m.rename!(date(2020.04.06)+1..7, `col1`col2)
m.setIndexedMatrix!()
mskew(m, 3d)
label col1 col2
2020.04.07
2020.04.08 0 0
2020.04.09 0.5952 0.7068
2020.04.10 -0.1728 0.652
2020.04.11 0.4703 -0.1108
2020.04.12 0.5952 -0.2391
2020.04.13 0.7068 -0.6427 
mskew(m, 1w)
label col1 col2
2020.04.07
2020.04.08 0 0
2020.04.09 0.5952 0.7068
2020.04.10 0.2743 1.1373
2020.04.11 0.4079 1.4398
2020.04.12 0.3298 1.7107
2020.04.13 2.0188 1.9363

Related function: skew