mvarp

swordfish.function.mvarp()

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

参数:

• X (Constant) -- A vector/matrix/table/tuple (with scalars or equal-length vectors)/dictionary.

• window (Constant) -- An integer no smaller than 2 or a scalar of DURATION type indicating the size of the sliding window. Note: The window size is capped at 102400 when m-functions are used in the streaming engines.

• minPeriods (Constant, optional) -- A positive integer indicating the minimum number of observations in a window required to be not null (otherwise the result is NULL).