Moving variance

version 1.0.0.0 (338 Bytes) by Aslak Grinsted
Calculates moving variance of a time series.

5.9K Downloads

Updated 10 Aug 2005

No License

Moving variance

v=movingvar(x,m)

x is the timeseries.
m is the window length.
v is the variance.

Aslak Grinsted 2005

Cite As

Aslak Grinsted (2022). Moving variance (https://www.mathworks.com/matlabcentral/fileexchange/8252-moving-variance), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired: downsample_ts, scatstat2 2D local statistics

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!