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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


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