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Computes the rolling variance 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 variance 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 VAR Function.
Column example:
| D code |
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derive type:single value:ROLLINGVAR(myCol) |
Output: Generates a new column containing the rolling variance of all values in the
myCol column from the first row of the dataset to the current one.
Rows before example:
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window value:ROLLINGVAR(myNumber, 100) |
Output: Generates the new column, which contains the rolling variance of the current row and the 100 previous row values in the myNumber column.
Rows before and after example:
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window value:ROLLINGVAR(myNumber, 3, 2) |
Output: Generates the new column, which contains the rolling variance of the two previous row values, the current row value, and the two rows after the current one in the myNumber column.
| D code |
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window value:ROLLINGVAR(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 |
For more information on the order and group parameters, see Window Transform.
col_ref
Name of the column whose values are used to compute the function.
- Multiple columns and wildcards are not supported.
| Required? | Data Type | Example Value |
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| Yes | String (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.
| Required? | Data Type | Example Value |
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| No | Integer | 4 |
Example - Rolling computations for racing splits
| Include Page |
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| EXAMPLE - Rolling Functions 2 |
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| EXAMPLE - Rolling Functions 2 |
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