Various moving average methods added

Owned by Hideo Fujii (Unlicensed)
Sept 17, 2013
1 min read

(ORG-8945)

Various moving averaging methods such as the exponential moving average for financial applications have been added in the Set Column Values tool's Statistics category.

 

//exponential moving average (two types)
emovavg(vector vd, int n, int m=0)
//triangular moving average
tmovavg(vector vd, int n)
//weighted moving average
wmovavg(vector vd, vector vw)
//modified moving average
mmovavg(vector vd, int n)

There is a system variable, @MAZ to treat the missing value as zero in average:

@MAZ=1 , that is treating Missing value As Zero .

@MAZ=0(default setting) , that is the new method.