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Moving window standard deviation 1.0

  Date Added: August 19, 2013  |  Visits: 300

Moving window standard deviation

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Occasionally I see a request for computation of a running, windowed standard deviation. This is easily accomplished using filter and the alternative formula for the standard deviation:std = sqrt((sum(x.^2) - n*xbar.^2)/(n-1)).Movingstd allows you to specify forward, backward or central windows of any desired length. It patches the ends, shortening the window as necessary.

Requirements: No special requirements
Platforms: Matlab
Keyword: Backward Central Computation Desired Deviationstd Forward Length Nxbar Movingstd Patches Request Running Shortening Sqrtsumx Standard Window Windowed Windows
Users rating: 0/10

License: Freeware Size: 10 KB
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