Moving weighted average (mean) and covariance

Version 1.0.0 (1.65 KB) by Shumo Cui
Based on the mathematics formulas given in https://en.wikipedia.org/wiki/Sample_mean_and_covariance#Weighted_samples
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Updated 20 Jan 2019

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For computing moving weighted average and computing weighted moving covariance.

Cite As

Shumo Cui (2024). Moving weighted average (mean) and covariance (https://www.mathworks.com/matlabcentral/fileexchange/70036-moving-weighted-average-mean-and-covariance), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2018b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0