# 3.5.2.43 Wmovavg

## Description

This function is for calculating weighted moving averages. At point = i, the weighted moving average value is:

$W_i = \frac{\sum_{j=1}^n w_j x_{i-n+j}}{\sum_{j=1}^n w_j},\; \textup{if} \; i \geq n,$ where $w_j, (j=1,\cdots , n )$ is the weighted value and $n$ is the length of vector vw.

## Syntax

dataset wmovavg(dataset vd, dataset vw)

## Parameters

vd

The data vector is used to calculate weighted moving average.

vw

The weight vector is used to weighted the data of interest.

## Return

Return the weighted moving average vector.

## Example

// Col(3) will be filled with weighted moving average value at each point,
//with stating point = 10.

for(ii=1;ii<=30;ii++) col(1)[ii] = ii;  //data vector
for(ii=1;ii<=10;ii++) col(2)[ii] = ii/10; //weight vector
col(3)=wmovavg(col(1),col(2));