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Moving variance

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5.0 | 4 ratings Rate this file 22 Downloads (last 30 days) File Size: 358 Bytes File ID: #8252

Moving variance

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09 Aug 2005 (Updated )

Calculates moving variance of a time series.

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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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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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