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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.

Free download from Shareware Connection - Occasionally I see a request for computation of a running, windowed standard deviation.

Publisher: John D'Errico | License: Freeware | Price: 0.00
Version: 1.0 | Size: 10 KB | Platform: Matlab, Scripts
Released Date: 06-01-2013 | Rating: 0 | Title: Moving window standard deviation

Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com
Download Url: http://www.mathworks.com/matlabcentral/fx_files/9428/2/movingstd.zip

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