p>Moving deviations
x mdev y mdev[x;y]
Where
x is a positive int atomy is a numeric listreturns the floating-point x-item moving deviations of y, with any nulls after the first
item replaced by zero. The first x items of the result are the deviations of the terms so far, and
thereafter the result is the moving deviation.
q)2 mdev 1 2 3 5 7 10
0 0.5 0.5 1 1 1.5
q)5 mdev 1 2 3 5 7 10
0 0.5 0.8164966 1.47902 2.154066 2.87054
q)5 mdev 0N 2 0N 5 7 0N / nulls after the first are replaced by 0
0n 0 0 1.5 2.054805 2.054805
q)t
b c
----
1 45
2 46
3 47
q)2 mdev t
b c
-------
0 0
0.5 0.5
0.5 0.5
mdev is a uniform function.