To calculate the moving skewness of a vector in Matlab, you can use the movskewness
function. This function calculates the skewness over a rolling window of a vector.
Here's an example of how to use it:
main.m218 chars15 lines
In the above code, we generate random data x
, set a window size windowSize
of 10, and then calculate the moving skewness using the movskewness
function. We then plot the original data and the moving skewness on the same graph.
Note that you can also specify a window function using the movskewness
function to weight the values in the rolling window. This can be useful if you want to give more weight to recent values, for example.
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