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Moving variance


Aslak Grinsted


09 Aug 2005 (Updated )

Calculates moving variance of a time series.

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Moving variance
  x is the timeseries.
  m is the window length.
  v is the variance.
  Aslak Grinsted 2005


This file inspired Downsample Ts.

MATLAB release MATLAB 7 (R14)
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Comments and Ratings (4)
14 Feb 2014 Maty


30 May 2012 Ilayda


16 Jul 2008 xin wang  
08 Nov 2005 Jonathan Tinker

Excellent, does just what I needed, without using a loop. NB/ this is the biased variance.

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