tsEvaNanRunningVariance {RtsEva}

Calculate the running variance of a time series with NaN handling

Description

This function calculates the running variance of a time series, taking into account NaN values. The series must be zero-averaged before passing it to this function.

Usage

tsEvaNanRunningVariance(series, windowSize)

Arguments

series

The time series data.

windowSize

The size of the window used for calculating the running variance.

Value

A vector containing the running variance values.

Examples

series <- c(1,2,NaN,4,5,6,NaN,8,9,4,5,6,7,3,9,1,0,4,5,2)
windowSize <- 3
tsEvaNanRunningVariance(series, windowSize)