Re: Basic programming
- To: mathgroup at smc.vnet.net
- Subject: [mg93578] Re: [mg93576] Basic programming
- From: Carl Woll <carlw at wolfram.com>
- Date: Sun, 16 Nov 2008 07:02:34 -0500 (EST)
- References: <200811151103.GAA16591@smc.vnet.net>
BionikBlue wrote:
>Hey I'm a beginner in mathematica and I'm trying to code a little something but can't seem to be able to make it work... I know its pretty basic and that's exactly my problem since the mathematica help is a bit overkill for what I need.
>
>I have daily stock prices for a stock on a 100 day period, I want to compute the standard deviation for a rolling 10 days period for the whole list of data.
>
>So basically, I would like to do something like this :
>stdev(1;;10)
>then stdev(2;;11)
>until stdev(91;;100)
>and get the results in a list
>
>
list=RandomReal[1, {100}];
StandardDeviation /@ Partition[list, 10, 1]
should do this.
>Id also like to get it another way, by starting with only one observation and building my standard deviation calculation until I have my whole rolling period built up, for example :
>stdev(1)
>stdev(1,2)
>stdev(1,2,3)
>until stdev(1;;10)
>then same as before, roll the period until the end of dataset and produce a list of the results.
>
>Thanks for the help, if what I wrote is not clear enough let me know, Ill try to explain it in more details!
>
>
StandardDeviation /@ Partition[list, 10, 1, {-2, -1}, {}]
should do this. Note that the above starts with a standard deviation of
the first 2 elements, and not of just the first element, since the
standard deviation of a single element list is not defined.
Carl Woll
Wolfram Research
- References:
- Basic programming
- From: BionikBlue <frankflip@hotmail.com>
- Basic programming