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updated 6 months ago

Moving-window mean and variance by Dennis

Efficient computation of moving-window mean and moving-window variance (moving average, moving variance, moving standard devia...)

moving_mean_var(m_prev, s2_prev, x_hist, x_new, w)

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updated 9 years ago

Moving variance by Aslak Grinsted

Calculates moving variance of a time series. (statistics, probability, moving variance)

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