mvarp

Syntax

mvarp(X, window, [minPeriods])

Please see mFunctions for the parameters and windowing logic.

Details

Calculate the moving population variances of X in a sliding window.

Examples

mvarp(1..6, 5);
// output
[,,,,2,2]

mvarp(1..6, 5, 2);
// output
[,0.25,0.666666666666667,1.25,2,2]

m=matrix(1 6 2 9 4 5, 11 12 18 23 21 10);
m;
#0 #1
1 11
6 12
2 18
9 23
4 21
5 10 
mvarp(m,3);
#0 #1
4.666666666666667 9.555555555555542
8.222222222222223 20.22222222222221
8.666666666666666 4.222222222222248
4.666666666666667 32.666666666666664 
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!()
mvarp(m,4d)
label col1 col2
2020.04.07 0 0
2020.04.08 0 0
2020.04.09 2.25 0
2020.04.10 2.25 0.25
2020.04.11 4 0
2020.04.12 2.6667 16 
mvarp(m,1w)
label col1 col2
2020.04.07 0 0
2020.04.08 0 0
2020.04.09 2.25 0
2020.04.10 2.25 0.25
2020.04.11 8.2222 0.25
2020.04.12 6.6875 12.6667

Related function: mvar