msum

msum(X, window, [minPeriods])

Please see mFunctions for the parameters and windowing logic.

Calculate the moving sum of X in a sliding window.

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

msum(X, 3);
// output
[,,6,11,16,18,15]

msum(Y, 3);
// output
[,,6,4,9,11,15]

msum(Y, 3, minPeriods=1);
// output
[2,3,6,4,9,11,15]

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!()
msum(m, 3d) // equivalent to msum(m, 3)

msum(m, 1w)

Related functions: sum