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3.5.2.55 Wmovavg

1 Description
2 Syntax
3 Parameters
4 Return
5 Example

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[, int method])

Parameters

The data vector is used to calculate weighted moving average.

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

method(2025b)

Optional. Determine which method to use.

method = 0 the fast method, old behavior.
method = 1 the robust method sorts data in a special way then applies the sum-divide algorithm.

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));