mavg

Syntax

mavg(X, window|weights, [minPeriods])

Please see mFunctions for the parameters and windowing logic.

Details

If X is a vector, return a vector of the same length as X. If the second parameter is:

window: Calculate the moving averages of X in a sliding window of length window.
weights: Calculate the moving weighted averages of X in a sliding window of length weights. The length of weights (the weight vector) must be in [0,1024]. Return NULL for the first (size(weights) - 1) elements. The parameter minPeriods doesn't take effect.

If X is a matrix/table, conduct the aforementioned calculation within each column of X. The result is a matrix with the same shape as X.

Examples

X = 7 4 6 0 -5 32 9 8;
Y = 7 4 6 NULL -5 32 9 8;
weight = 2 3 5

mavg(X, 4);
// output
[,,,4.25,1.25,8.25,9,11]

mavg(Y, 4);
// output
[,,,5.67,1.67,11,12,11]

mavg(Y, weight);
// output
[,,5.6,5.2,-1.8571,18.125,13.1,13.1]

m=matrix(1 NULL 4 NULL 8 6 , 9 NULL NULL 10 NULL 2)
m.rename!(2020.01.06 2020.01.07 2020.01.09 2020.01.11 2020.01.12 2020.01.15, `col1`col2)
m.setIndexedMatrix!()
mavg(m, 3d) // equivalent to msum(m, 3)


label	col1	col2
2020.01.06	1	9
2020.01.07	1	9
2020.01.09	4
2020.01.11	4	10
2020.01.12	8	10
2020.01.15	6	2

mavg(m, 1w)


label	col1	col2
2020.01.06	1	9
2020.01.07	1	9
2020.01.09	2.5	9
2020.01.11	2.5	9.5
2020.01.12	4.3333	9.5
2020.01.15	6	6

Related functions: avg