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Moving variance

by

Aslak Grinsted (view profile)

 

09 Aug 2005 (Updated )

Calculates moving variance of a time series.

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Description

Moving variance
  
  v=movingvar(x,m)
 
  x is the timeseries.
  m is the window length.
  v is the variance.
 
  Aslak Grinsted 2005

Acknowledgements

This file inspired Downsample Ts.

MATLAB release MATLAB 7 (R14)
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Comments and Ratings (5)
09 Apr 2015 Michel Allegue  
14 Feb 2014 Maty

Maty (view profile)

 
30 May 2012 Ilayda

Ilayda (view profile)

 
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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