Computes the rolling variance of values forward or backward of the current row within the specified column using the sample statistical method. |
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.
-1
and 0
, which computes the rolling function from the current row back to the first row of the dataset.NOTE: This function applies to a sample of the entire population. More information is below. |
For more information on a non-rolling version of this function, see VAR Function.
Column example:
rollingvarsamp(myCol) |
Output: Returns the rolling variance of all values in the myCol
column from the first row of the dataset to the current one using the sample method of calculation.
Rows before example:
rollingvarsamp(myNumber, 100) |
Output: Returns the rolling variance 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:
rollingvarsamp(myNumber, 3, 2) |
Output: Returns the rolling variance of the three previous row values, the current row value, and the two rows after the current one in the myNumber
column using the sample method of calculation.
rollingvarsamp(col_ref, rowsBefore_integer, rowsAfter_integer) order: order_col [group: group_col] |
Argument | Required? | Data Type | Description |
---|---|---|---|
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.
Name of the column whose values you wish to use in the calculation. Column must be a numeric (Integer or Decimal) type.
Required? | Data Type | Example Value |
---|---|---|
Yes | String (column reference to Integer or Decimal values) | myColumn |
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 it are used in the computation. Negative values for k
compute the rolling average from rows preceding the current one.
rowBefore=0
generates the current row value only.rowBefore=-1
uses all rows preceding the current one.rowsAfter
is not specified, then the value 0
is applied.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 |
---|---|---|
No | Integer | 4 |