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D toc

Excerpt

Computes the rolling standard deviation of values forward or backward of the current row within the specified column.

  • 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 following transforms:

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

D s
snippetBasic

Column example:

D code

derive type:single value:ROLLINGSTDEV(myCol)

Output: Generates a new column containing the rolling standard deviation of all values in the myCol column from the first row of the dataset to the current one.

Rows before example:

D code

window value:ROLLINGSTDEV(myNumber, 100)

Output: Generates the new column, which contains the rolling standard deviation of the current row and the 100 previous row values in the myNumber column.

Rows before and after example:

D code

window value:ROLLINGSTDEV(myNumber, 3, 2)

Output: Generates the new column, which contains the rolling standard deviation of the two previous row values, the current row value, and the two rows after the current one in the myNumber column.     

D s
snippetSyntax

D code

window value:ROLLINGSTDEV(col_ref, rowsBefore_integer, rowsAfter_integer) order: order_col [group: group_col]

ArgumentRequired?Data TypeDescription
col_refYstringName of column whose values are applied to the function
rowsBefore_integerNintegerNumber of rows before the current one to include in the computation
rowsAfter_integerNintegerNumber of rows after the current one to include in the computation

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

D s lang notes

col_ref

Name of the column whose values are used to compute the function. 

  • Multiple columns and wildcards are not supported.

D s
snippetusage

Required?Data TypeExample Value
YesString (column reference to Integer or Decimal values)myColumn

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 four rows after it are used in the computation. Negative values for k compute the rolling average from rows preceding the current one.

  • rowBefore=1 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.

D s
snippetusage

Required?Data TypeExample Value
NoInteger4

D s
snippetExamples

Example - Rolling computations for racing splits

Include Page
EXAMPLE - Rolling Functions 2
EXAMPLE - Rolling Functions 2

D s also
labelwindow