tsmp (version 0.3.1)

fast_movsd: Fast implementation of moving standard deviation using filter

Description

Fast implementation of moving standard deviation using filter

Usage

fast_movsd(data, window_size)

Arguments

data

a vector or a column matrix of numeric.

window_size

moving sd window size

Value

Returns a vector with the moving standard deviation

Examples

# NOT RUN {
data_sd <- fast_movsd(mp_toy_data$data[,1], mp_toy_data$sub_len)
# }