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.
movingstd2 is now included, allowing a moving window standard deviation on 2-dimensional arrays. (I suppose I could easily enough implement movingstdn if that becomes of interest.)
引用格式
John D'Errico (2026). movingstd & movingstd2 (https://ww2.mathworks.cn/matlabcentral/fileexchange/9428-movingstd-movingstd2), MATLAB Central File Exchange. 检索时间: .
致谢
启发作品: slidefun
| 版本 | 已发布 | 发行说明 | Action |
|---|---|---|---|
| 1.4.0.0 | movingstd2 included |
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| 1.3.0.0 | strncmpi instead of strmatch for tests
|
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| 1.2.0.0 | Fix the case of complex std results due to floating point arithmetic. |
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| 1.1.0.0 | Documentation change to explicitly state the behavior at the end of the series. |
