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5.0 | 2 ratings Rate this file 25 Downloads (last 30 days) File Size: 358 Bytes File ID: #8252

Moving variance

09 Aug 2005 (Updated 10 Aug 2005)

Calculates moving variance of a time series.

File Information
Description	Moving variance v=movingvar(x,m) x is the timeseries. m is the window length. v is the variance. Aslak Grinsted 2005
MATLAB release	MATLAB 7 (R14)

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Everyone's Tags	moving variance(2), probability, rectangle, statistics, time series(2), window
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Comments and Ratings (2)
08 Nov 2005	Jonathan Tinker	Excellent, does just what I needed, without using a loop. NB/ this is the biased variance.
16 Jul 2008	xin wang

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