msum
Syntax
msum(X, window, [minPeriods])
Please see mFunctions for the parameters and windowing logic.
Details
Calculate the moving sum of X in a sliding window.
Examples
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)
label | col1 | col2 |
---|---|---|
2020.04.07 | 1 | 9 |
2020.04.08 | 1 | 9 |
2020.04.09 | 5 | 9 |
2020.04.10 | 4 | 10 |
2020.04.11 | 12 | 10 |
2020.04.12 | 14 | 12 |
msum(m, 1w)
label | col1 | col2 |
---|---|---|
2020.04.07 | 1 | 9 |
2020.04.08 | 1 | 9 |
2020.04.09 | 5 | 9 |
2020.04.10 | 5 | 19 |
2020.04.11 | 13 | 19 |
2020.04.12 | 19 | 21 |
Related functions: sum