Problem 429. function on a moving window

Created by Yvan Lengwiler in Community

Create a function that applies an operation (such as @sum, @mean, @std, @norm etc) to a moving window of the data.

First example:

    filtered = mopt(@mean,1:6,1,2)
    Then filtered = [NaN 2.5000 3.5000 4.5000 NaN NaN]

This is the moving average.

Second example:

    filtered = mopt(@std,[0.2 0.8 0.7 1.1 1.1 1.0 0.2],2,0)
    Then filtered = [NaN NaN 0.3215 0.2082 0.2309 0.0577 0.4933]

This is the 'moving standard error'.

The first arg of mopt is a function handle. It must be a function that takes a vector as input and produces a scalar as output.

The second arg is the vector of data.

The third and fourth args are the lags and leads that determin the size of the moving window.

Solution Stats

55.81% Correct | 44.19% Incorrect
Last solution submitted on May 19, 2019

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