tbr_sd_window

Standard Deviation Based on a Time-Window

internal

Provides rolling statistical functions based
on date and time windows instead of n-lagged observations.

Michael Schramm

tbrf

Time-Based Rolling Functions

Frank Harrell

Bob Rudis

tbr_sd_window function

<dl><dt>x</dt>
<dd>column containing the values to calculate the standard deviation.</dd>
<dt>tcolumn</dt>
<dd>formatted time column.</dd>
<dt>unit</dt>
<dd>character, one of "years", "months", "weeks", "days", "hours", "minutes", "seconds"</dd>
<dt>n</dt>
<dd>numeric, describing the length of the time window.</dd>
<dt>i</dt>
<dd>row</dd>
<dt>na.pad</dt>
<dd>logical. If `na.pad = TRUE` incomplete windows (duration of the window &lt; `n`) return `NA`.</dd>
<dt>...</dt>
<dd>additional arguments passed to base::sd()</dd></dl>

Arguments

Standard Deviation Based on a Time-Window — tbr_sd_window

<dl>

<dt>x</dt>
<dd>column containing the values to calculate the standard deviation.</dd>


<dt>tcolumn</dt>
<dd>formatted time column.</dd>


<dt>unit</dt>
<dd>character, one of "years", "months", "weeks", "days", "hours", "minutes", "seconds"</dd>


<dt>n</dt>
<dd>numeric, describing the length of the time window.</dd>


<dt>i</dt>
<dd>row</dd>


<dt>na.pad</dt>
<dd>logical. If `na.pad = TRUE` incomplete windows (duration of the window &lt; `n`) return `NA`.</dd>


<dt>...</dt>
<dd>additional arguments passed to base::sd()</dd>

</dl>

tbr_sd_window: Standard Deviation Based on a Time-Window

Description

Usage

Value

Arguments