rollsd {EVI}R Documentation

Rolling standard deviation

Description

-A function to compute the rolling standard deviation for a time series.

Usage

rollsd(cases, lag_t)

Arguments

cases

the time series of the newly observed cases per unit of time (ideally per day).

lag_t

integer - the size of the rolling window for which the rolling standard deviation is calculated (minimum/default value = 7, maximum recommended value = 30).

Examples

data("Italy")
cases = mova(cases=Italy$Cases, r_a=7)
roll = rollsd(cases=cases,lag_t=7)



[Package EVI version 0.2.0-0 Index]