When input data’s scale is large, the movavg function will procedure a incorrect result.
The original metod is fast especially for a large window size, and avoids overflow. But in some cases, it may lose precision like when data scale is large.
Now a new parameter method
is added, default is 0.
Movavg(A, 2, 2, 0, 0): the fast method works as it did.
Movavg(A, 2, 2, 0, 1): the robust method sorts data in a special way then applies the sum-divide algorithm.
This new parameter also adds to the tmovavg
and wmovavg
functions. The emvoavg
and mmovavg
functions also improve to use the robust method by default.