ROLLINGSTDEVSAMP Function

• If an input value is missing or null, it is not factored in the computation. For example, for the first row in the dataset, the rolling standard deviation of previous values is undefined.

• The row from which to extract a value is determined by the order in which the rows are organized based on the order parameter. 

• If you are working on a randomly generated sample of your dataset, the values that you see for this function might not correspond to the values that are generated on the full dataset during job execution.

• The function takes a column name and two optional integer parameters that determine the window backward and forward of the current row.
  • The default integer parameter values are -1 and 0, which computes the rolling function from the current row back to the first row of the dataset.
• This function works with the Window transform. See Window Transform.

For more information on a non-rolling version of this function, see STDEV Function.

Basic Usage

Column example:

rollingstdevsamp(myCol)

Output: Returns the rolling standard deviation of all values in the myCol column using the sample method of calculation.

Rows before example:

<span>rollingstdevsamp</span>(myNumber, 100)

Output: Returns the rolling standard deviation of the current row and the 100 previous row values in the myNumber column using the sample method of calculation.

Rows before and after example:

<span>rollingstdevsamp</span>(myNumber, 3, 2)

Output: Returns the rolling standard deviation of the three previous row values, the current row value, and the two rows after the current one in the myNumber column.     

Syntax and Arguments

<span>rollingstdevsamp</span>(col_ref, rowsBefore_integer, rowsAfter_integer) order: order_col [group: group_col]

For more information on the order and group parameters, see Window Transform.

For more information on syntax standards, see Language Documentation Syntax Notes.

col_ref

Name of the column whose values you wish to use in the calculation. Column must be a numeric (Integer or Decimal) type.

• Multiple columns and wildcards are not supported.

Usage Notes:

rowsBefore_integer, rowsAfter_integer

Integers representing the number of rows before or after the current one from which to compute the rolling function, including the current row. For example, if the first value is 5, the current row and the five before after it are used in the computation. Negative values for rowsAfter_integer compute the rolling function from rows preceding the current one.

• rowBefore=0 generates the current row value only.
• rowBefore=-1  uses all rows preceding the current one.
• If rowsAfter is not specified, then the value 0 is applied.
• If a group parameter is applied, then these parameter values should be no more than the maximum number of rows in the groups.

Usage Notes:

Examples

Example - Rolling computations for racing splits