mskew

Syntax

mskew(X, window, [biased=true], [minPeriods])

Arguments

biased is a Boolean value indicating whether the result is biased. The default value is true, meaning the bias is not corrected.

Please see mFunctions for the parameters and windowing logic.

Details

Calculate the moving skewness of X in a sliding window.

Examples

mskew(1 2 3 10 100 4 3, 3);
// output
[,,0,0.665469,0.693810, 0.697217,0.706851]
m=matrix(1 6 2 9 4 5 100, 100 11 12 18 23 21 10);
m;
#0 #1
1 100
6 11
2 12
9 18
4 23
5 21
100 10 
mskew(m,3);
#0 #1
0.595170064139498 0.706802122668126
-0.172800544078651 0.65201211704403
0.470330460336986 -0.110780117654834
0.595170064139498 -0.239063146929565
0.706845142811354 -0.642723256123865 
m.rename!(date(2020.04.06)+1..7, `col1`col2)
m.setIndexedMatrix!()
mskew(m, 3d)
label col1 col2
2020.04.07
2020.04.08 0 0
2020.04.09 0.5952 0.7068
2020.04.10 -0.1728 0.652
2020.04.11 0.4703 -0.1108
2020.04.12 0.5952 -0.2391
2020.04.13 0.7068 -0.6427 
mskew(m, 1w)
label col1 col2
2020.04.07
2020.04.08 0 0
2020.04.09 0.5952 0.7068
2020.04.10 0.2743 1.1373
2020.04.11 0.4079 1.4398
2020.04.12 0.3298 1.7107
2020.04.13 2.0188 1.9363

Related function: skew