Moving Variance, variable window size

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Tyler
Tyler on 1 Apr 2016
Answered: Chad Greene on 1 Apr 2016
Is there a way to calculate the moving variance of a data set with a variable window size? I would like my window size to be determined by a specified number of data points within each window, and with this be able to determine when the data converges by finding where my variance is below a certain tolerance.

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Accepted Answer

Chad Greene
Chad Greene on 1 Apr 2016
I recommend Aslak Grinsted's moving function, which is computationally-efficient and easy to use.

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