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MovingOperator allows to apply any function on the chosen periodicity (weekly, monthly, yearly). It will for example be able to calculate the historical monthly sums of a given time series of daily data.
This function can also be especially useful in order to change the frequency of financial returns from a frequency to another (eg daily to monthly).
MovingOperator is also compatible to be used with anonymous functions.
Cite As
Emilien (2026). MovingOperator (https://se.mathworks.com/matlabcentral/fileexchange/46857-movingoperator), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.2.0.0 (1.29 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
