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jforge/rolling standard deviation of a time series

Last active January 26, 2021 09:27
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rolling standard deviation of a time series
Calculate the rolling standard deviation of a time series
Python + Pandas:
https://stackoverflow.com/questions/27427618/how-can-i-simply-calculate-the-rolling-moving-variance-of-a-time-series-in-pytho
R:
https://campus.datacamp.com/courses/manipulating-time-series-data-with-xts-and-zoo-in-r/apply-and-aggregate-by-time?ex=11
https://cran.r-project.org/web/packages/PerformanceAnalytics/PerformanceAnalytics.pdf
Node.js:
https://nestedsoftware.com/2019/09/26/incremental-average-and-standard-deviation-with-sliding-window-470k.176143.html
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