...
- 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
and0
, which computes the rolling function from the current row back to the first row of the dataset.
- The default integer parameter values are
- This function works with the Window transform. See Window Transform.
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- following transforms:
For more information on a non-rolling version of this function, see STDEV Function.d-s-lang-vs-sql
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Column example:
d-lang-syntax | |
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RawWrangle | true |
Type | ref |
showNote | true | WrangleText |
Code Block | |
derive type:single value: | rollingstdevROLLINGSTDEV(myCol) |
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-lang-syntax | |
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RawWrangle | true |
Type | ref |
showNote | true | WrangleText |
Code Block | |
window value: | rollingstdev(myNumber, 100)rollingstdevROLLINGSTDEV(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-lang-syntax | |
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RawWrangle | true |
Type | ref |
showNote | true | WrangleText |
Code Block | |
window value: | rollingstdevROLLINGSTDEV(myNumber, 3, 2) |
rollingstdev(myNumber, 3, 2) |
...
Output: Generates the new column, which contains 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.
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d-lang-syntax | |
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RawWrangle | true |
Type | syntax |
showNote | true | WrangleText |
Code Block | |
window value: | rollingstdevROLLINGSTDEV(col_ref, rowsBefore_integer, rowsAfter_integer) order: order_col [group: group_col] |
rollingstdev(col_ref, rowsBefore_integer, rowsAfter_integer) order: order_col [group: group_col] |
Argument | Required? | Data Type | Description |
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col_ref | Y | string | Name of column whose values are applied to the function |
rowsBefore_integer | N | integer | Number of rows before the current one to include in the computation |
rowsAfter_integer | N | integer | Number of rows after the current one to include in the computation |
...
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 rows before after it are used in the computation. Negative values for k
rowsAfter_integer
compute the rolling average 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 value0
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.
...
Include Page EXAMPLE - Rolling Functions 2 EXAMPLE - Rolling Functions 2
D s also label window