mprod
Syntax
mprod(X, window, [minPeriods])
Please see mFunctions for the parameters and windowing logic.
Details
Calculate the moving products of X in a sliding window.
Examples
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)
label | col1 | col2 |
---|---|---|
2020.04.07 | 1 | 9 |
2020.04.08 | 1 | 9 |
2020.04.09 | 4 | 9 |
2020.04.10 | 4 | 10 |
2020.04.11 | 32 | 10 |
2020.04.12 | 48 | 20 |
mprod(m, 1w)
label | col1 | col2 |
---|---|---|
2020.04.07 | 1 | 9 |
2020.04.08 | 1 | 9 |
2020.04.09 | 4 | 9 |
2020.04.10 | 4 | 90 |
2020.04.11 | 32 | 90 |
2020.04.12 | 192 | 180 |
Related functions: prod