MovingOperator

Version 1.2.0.0 (1.29 KB) by Emilien
Apply any function on the specified time period (weekly, monthly, yearly)
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Updated 16 Jun 2014

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MovingOperator allows to apply any function on the chosen periodicity (weekly, monthly, yearly). It will for example be able to calculate the historical monthly sums of a given time series of daily data.
This function can also be especially useful in order to change the frequency of financial returns from a frequency to another (eg daily to monthly).
MovingOperator is also compatible to be used with anonymous functions.

Cite As

Emilien (2024). MovingOperator (https://www.mathworks.com/matlabcentral/fileexchange/46857-movingoperator), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2011a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.2.0.0

update description
1.1.0.0

Modify help file
1.0.0.0