Moving Window Functions – mavg msum mdev mmax - Kdb+ / qStudio

Home Forums Kdb+ / qStudio Moving Window Functions – mavg msum mdev mmax

This topic contains 0 replies, has 1 voice, and was last updated by  Alan S 6 years, 5 months ago.

Viewing 1 post (of 1 total)
  • Author
    Posts
  • #135

    Alan S

    I have some functions that currently operate on a vector of data.
    I would like to convert these to moving window functions.

    eg.
    Like sum that adds the total value of a vector.
    and msum that gives the sum within a moving window.

    I would like to be able to take a function f[v]. and do window[f;window;v] to have that function applied over moving windows of v.

    Am I clear in my explanation?
    and can anyone suggest the best way to do this?

Viewing 1 post (of 1 total)

You must be logged in to reply to this topic.