Moving#

mLowRange

For each element Xi in a sliding window of X, count the continuous nearest neighbors to its left that are larger than Xi.

mTopRange

For each element Xi in a sliding window of X, count the continuous nearest neighbors to its left that are smaller than Xi.

mfirst

Return the first element of X in a sliding window.

mfirstNot

If X is a vector:

mifirstNot

Return the index of the first non-null element of X in a sliding window (based on the number of elements or time).

milastNot

Return the index of the last non-null element of X in a sliding window (based on the number of elements or time).

mlast

Return the last element of X in a sliding window.

mlastNot

If X is a vector:

mmax

Calculate the moving maximums of X in a sliding window.

mmaxPositiveStreak

Obtain the maximum value of the sum of consecutive positive numbers in X within a sliding window of given size (based on the number of elements).

mmed

Calculate the moving median of X in a sliding window.

mmin

Calculate the moving minimums of X in a sliding window.

mimax

Return the position of the element with the largest value in X in a sliding window.

mimin

Return the position of the element with the smallest value in X in a sliding window.

mmad

Calculate the average absolute deviation of X in a sliding window.

mcorr

Calculate the correlation of X and Y in a sliding window.

mcount

Return the number of non-null values of X in a sliding window.

mcovar

Calculate the moving covariance of X and Y in a sliding window.

mpercentile

Return the percentile rank of each element of X in a sliding window.

mprod

Calculate the moving products of X in a sliding window.

mrank

Return the rank of each element of X in a sliding window.

mskew

Calculate the moving skewness of X in a sliding window.

mslr

Conduct the simple least-squares regressions of Y on X in a sliding window.

mstd

Calculate the standard deviation of X in a sliding window.

mstdp

Calculate the population standard deviation of X in a sliding window.

msum

Calculate the moving sum of X in a sliding window.

msum2

Calculate the sum of squares of all elements of X in a sliding window (based on the number of elements or time).

mvar

Calculate the moving variances of X in a sliding window.

mvarp

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

mwavg

Calculate the moving averages of X with Y as weights in a sliding window.

mwsum

Calculate the moving sums of X with Y as weights in a sliding window.

movingTopNIndex

Return an array vector indicating the indices of the first top elements of X after sorted within each sliding window.

movingWindowIndex

Return an array vector indicating the indices of the elements of X within each sliding window.

mbeta

Calculate the coefficient estimate of an ordinary-least-squares regression of Y on X in a sliding window.

mkurtosis

Calculate the moving kurtosis of X in a sliding window.