Movavg
Movavg-func
Description
This function returns the moving average of adjacent ranges [i-nb, i+nf], for a point i. The part of range beyond the input vector is dropped.
The adjacent average at point i with iback backward offset and iforw forward offset is:
/math-3ffe6cca4f6731838d0e5501a92fbd80.png "adjavg =\frac{\sum_{i-nb}^{i+nf} x_i}{nb+nf+1}")
Syntax
vector movavg(vector vx, int back, int forward[,int missing])
Parameters
vx
- The data vector used to calculate adjacent average.
back
- is the offset backward with respect to current row number.
forward
- is the offset forward with respect to current row number.
missing
-
Optional. Determine how to deal with the missing value in the adjacent range.
- missing = 0 omits missing values from the calculation. This is the default value.
- missing = 1 includes missing values in the calculation, which means, if an adjacent range includes missing its output will be missing;
- missing = 2 omits missing values from the calculation but keeps missing in the ouput, which means, if a row is missing, its output will be missing.
- Please refer to example 3 to see the difference.
Return
Return the adjacent average vector.
Example
Example 1
// Col(2) will be filled with adjacent value at each point. Note that
// col(2)[9] = (col(1)[9]+col(1)[10])/2 and col(1)[10] = col(2)[10]
for(ii=1;ii<=10;ii++) col(1)[ii] = ii;
col(2)=movavg(col(1),0, 2);
Example 2
// The subrange [10:20] in col(2) will be filled with adjacent average
// of the given subrange [10:20] in col(1).
range aa=col(1)[10:20];
range bb=col(2)[10:20];
bb = movavg(aa, 3, 3);
Example 3
newbook;
col(A) = {4,8,6,-1,NAN,-3,-1, 3, 4, 5};
col(B) = movavg(col(A),3,0,0); //returns [4 6 6 4.25 4.33333 0.66667 -1.66667 -0.33333 0.75 2.75]
col(C) = movavg(col(A),3,0,1); //returns [4 6 6 4.25 -- -- -- -- 0.75 2.75]
col(D) = movavg(col(A),3,0,2); //returns [4 6 6 4.25 -- 0.66667 -1.66667 -0.33333 0.75 2.75]
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