Estimator choice for rollingVariance.

interface RollingVarianceOptions {
    missing?: "propagate" | "skip";
    sample?: boolean;
}

Hierarchy (View Summary)

Properties

Properties

missing?: "propagate" | "skip"

propagate (default) uses chronological windows and rejects missing terms. skip uses finite observations, preserving their original order. Rolling numeric results hold across missing bars once the window is full. Predicates require a finite current observation and otherwise return false.

sample?: boolean

Divide by period-1 for a sample, or period for the default population.