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 Moving Functions (m-functions) 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);
[,,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