Moving window standard deviation (Scripts) Publisher's description
from John D'Errico
Occasionally I see a request for computation of a running, windowed standard deviation.
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.
System Requirements:MATLAB 7.0.1 (R14SP1)
Program Release Status: Major Update
Program Install Support: Install and Uninstall