Fast implementation of moving standard deviation

Source: R/misc.R

This function does not handle NA values

fast_movsd(data, window_size, rcpp = FALSE)

Arguments

data

a vector or a column matrix of numeric.
window_size

moving sd window size
rcpp

a logical. Uses rcpp implementation.

Value

Returns a vector with the moving standard deviation

Examples

data_sd <- fast_movsd(mp_toy_data$data[, 1], mp_toy_data$sub_len)