mwsum

mwsum(X, Y, window, [minPeriods])

参数说明和窗口计算规则请参考：mFunctions

在给定长度（以元素个数或时间长度衡量）的滑动窗口内，计算 X 和 Y 元素的内积。

X = 2 1 3 7 6 5 4
X1 = 2 1 3 NULL 6 5 4
Y = 1 0.5 1 1 2 2.1 2

mwsum(X, Y, 3);
# output
[,,5.5,10.5,22,29.5,30.5]

mwsum(X1, Y, 3)
# output
[,,5.5,3.5,15,22.5,30.5]

mwsum(X1, Y, 3, minPeriods=1)
# output
[2,2.5,5.5,3.5,15,22.5,30.5]

X = 1..10;
Y = 9 5 3 4 5 4 7 1 3 4;
X1 = indexedSeries(date(2020.06.05)+1..10, X)
Y1 = indexedSeries(date(2020.06.05)+1..10, Y)
mwsum(X1, Y1, 5d)

mwsum(X1, Y1, 1w)

相关函数：wsum, msum