Tmovavg
Tmovavg-func
Description
This function is for calculating triangular moving averages. In fact, this function equals to using function Movavg twice with /math-40bbe76e98d44e070e695d808619f7ec.png "n_1=\left \lfloor n/2 \right \rfloor") backward and 0 forward. Thus, at point = i, the triangular moving average value is:
/math-72af30121fd2c18bca0b4705c300e2b5.png "T_i = \frac{1}{n_1}\sum_{j=1}^{n_1}S_{j-n_1+i-1},\; \textup{if} \; i >2n_1,")
where /math-30b1701dad97bdf274cacb6159500e82.png "S_j = \frac{1}{n_1}\sum_{k=1}^{n_1}x_{k-n_1+j-1},\; \textup{if} \; j>n1") and .
Syntax
vector tmovavg(vector vd, int n[, int missing])
Parameters
vd
- The data vector is used to calculate triangular moving average.
n
- is the time period.
missing
-
Optional. Determine how to deal with the missing value in the moving 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 2 to see the difference.
Return
Return the triangular moving average vector.
Example
Example 1
// Col(2) will be filled with triangular moving average value at each point,
//with stating point = 9.
for(ii=1;ii<=30;ii++) col(1)[ii] = ii;
col(2)=tmovavg(col(1),9);
Example 2
newbook;
col(A) = {4,8,6,-1,NAN,-3,-1, 3, 4, 5};
col(B) = tmovavg(col(A),3,0); //returns [-- -- 6.5 4.75 0.75 -2 -2.5 -0.5 2.25 4]
col(C) = tmovavg(col(A),3,1); //returns [-- -- 6.5 4.75 -- -- -- -0.5 2.25 4]
col(D) = tmovavg(col(A),3,2); //returns [-- -- 6.5 4.75 -- -3 -2.5 -0.5 2.25 4]
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